Option theory with stochastic analysis : an introduction to mathematical finance

Benth, Fred Espen
Inngår i serie: Universitext
Bok · Engelsk · cop. 2004
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Matematisk finans : innføring i opsjonsteori med stokastisk analyse

Benth, Fred Espen
Bok · Bokmål · 2001
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A note on portfolio management under non-Gaussian logreturns

Benth, Fred Espen
Inngår i serie: Report / Department of Applied Mathematics, University of Bergen (no. 140)
Bok · Engelsk · 2000 · Les på nett
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A note on portfolio oprimization in a levy market with local substitution and habit formation

Benth, Fred Espen
Inngår i serie: Report / Department of Applied Mathematics, University of Bergen (no. 142)
Bok · Engelsk · 2000 · Les på nett
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Numerical solution of the pressure equation for fluid flow in a stochastic medium

Benth, Fred Espen
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 13, July 1996)
Bok · Engelsk · [1996]
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On a semilinear Black and Scholes partial differential equation for valuing American options. Part 2. Approximate solutions and convergence

Benth, Fred Espen
Inngår i serie: Mathematics (no. 5/2001)
Bok · Engelsk · [2001]
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On the existence of optimal controls for a singular stochastic control problem in finance

Benth, Fred Espen
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 27 Nov. 2000)
Bok · Engelsk · 2000 · Les på nett
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On the existence of optimal controls for a singular stochastic control problem in finance

Benth, Fred Espen
Inngår i serie: Report / Department of Applied Mathematics, University of Bergen (no. 152)
Bok · Engelsk · 2000 · Les på nett
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On the positivity of the stochastic heat equation

Benth, Fred Espen
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 21, May 1995)
Bok · Engelsk · [1995] · Les på nett
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Optimal portfolio management rules in a non-gaussian market with durability and intertemporal substitution

Benth, Fred Espen
Inngår i serie: Report / Department of Applied Mathematics, University of Bergen (no. 144)
Bok · Engelsk · 2000 · Les på nett
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Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution

Benth, Fred Espen
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 12 Apr. 2000)
Bok · Engelsk · 2000 · Les på nett
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Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach

Benth, Fred Espen
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 10 Apr. 2000)
Bok · Engelsk · 2000 · Les på nett
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Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs

Benth, Fred Espen
Inngår i serie: Report / Department of Applied Mathematics, University of Bergen (no. 145)
Bok · Engelsk · 2000 · Les på nett
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A remark on the equivalence between Poisson and Gaussian stochastic partial differential equations

Benth, Fred Espen
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 39, August 1995)
Bok · Engelsk · [1995]
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Stochastic partial differential equations and generalized stochastic processes

Benth, Fred Espen
Bok · Engelsk · 1995
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