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~isPartOf:"Finance and stochastics"
~isPartOf:"International review of financial analysis"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Option pricing theory
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Benth, Fred Espen
Kim, Young Shin
Subrahmanyam, Marti G.
Carr, Peter
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Finance and stochastics
International review of financial analysis
International journal of theoretical and applied finance
7
Journal of banking & finance
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Applied mathematical finance
5
Energy economics
3
Review of derivatives research
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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1
A semilinear Black and Scholes partial differential equation for valuing American options
Benth, Fred Espen
;
Karlsen, Kenneth H.
;
Reikvam, Kristin
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001771698
Saved in:
2
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
3
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
4
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
5
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
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