Sjur Westgaard

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Merged LSTM-MLP for option valuation
Quantitative Finance
2025-12-12Paper
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil
Annals of Operations Research
2022-06-30Paper
Can commodities dominate stock and bond portfolios?
Annals of Operations Research
2020-01-20Paper
Default probabilities in a corporate bank portfolio: a logistic model approach.
European Journal of Operational Research
2001-01-01Paper


Research outcomes over time


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