The following pages link to Fred Espen Benth (Q218407):
Displaying 50 items.
- Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations (Q265269) (← links)
- Integration theory for infinite dimensional volatility modulated Volterra processes (Q282536) (← links)
- (Q358129) (redirect page) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- (Q403548) (redirect page) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- (Q588891) (redirect page) (← links)
- Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- On the positivity of the stochastic heat equation (Q1357510) (← links)
- (Q1369773) (redirect page) (← links)
- A white noise approach to a class of non-linear stochastic heat equations (Q1369774) (← links)
- Nonlinear evolution equations with gradient coupled noise (Q1386550) (← links)
- A remark on the equivalence between Poisson and Gaussian stochastic partial differential equations (Q1387642) (← links)
- Explicit strong solutions of SPDE's with applications to nonlinear filtering (Q1387659) (← links)
- Option theory with stochastic analysis. An introduction to mathematical finance. (Q1414900) (← links)
- A nonlinear parabolic equation with noise (Q1579898) (← links)
- Smoothed Langevin proposals in Metropolis-Hastings algorithms. (Q1587703) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Continuous-time autoregressive moving-average processes in Hilbert space (Q1733954) (← links)
- A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence (Q1769398) (← links)
- (Q1775997) (redirect page) (← links)
- A semilinear Black and Scholes partial differential equation for valuing American options (Q1775998) (← links)
- Kriging with inequality constraints (Q1863208) (← links)
- A connection between singular stochastic control and optimal stopping (Q1879297) (← links)
- Metatimes, random measures and cylindrical random variables (Q2062457) (← links)
- A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
- A topological proof of Sklar's theorem in arbitrary dimensions (Q2148719) (← links)
- Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications -- (Q2243926) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Neural networks in Fréchet spaces (Q2679424) (← links)
- (Q2741095) (← links)
- ON WEIGHTED<i>L</i><sup>2</sup>(Ω)-SPACES, THEIR DUALS AND ITÔ INTEGRATION (Q2746371) (← links)
- On the martingale property for generalized stochastic processes (Q2785317) (← links)
- (Q2787474) (← links)
- PRICING AND HEDGING OF ENERGY SPREAD OPTIONS AND VOLATILITY MODULATED VOLTERRA PROCESSES (Q2797872) (← links)
- The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
- Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling (Q2847836) (← links)
- Levy Process Simulation by Stochastic Step Functions (Q2870641) (← links)
- Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets (Q2940753) (← links)
- A Pricing Measure to Explain the Risk Premium in Power Markets (Q2940777) (← links)
- Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion (Q2956051) (← links)
- (Q2965091) (← links)
- Representation and approximation of ambit fields in Hilbert space (Q2974867) (← links)
- Pricing of basket options using univariate normal inverse Gaussian approximations (Q2997946) (← links)
