Fred E. Benth

Publication Activity (10 Years)

Years Active: 2001-2012
Publications (10 Years): 0

Top Topics

Technical Indicators

Financial Markets

Top Venues

Publications

Fred E. Benth, Geir Dahl, Carlo Mannino
Computing Optimal Recovery Policies for Financial Markets. Oper. Res. 60 (6) (2012)
Fred E. Benth, Thilo Meyer-Brandis
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps. Finance Stochastics 9 (4) (2005)
Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam
A semilinear Black and Scholes partial differential equation for valuing American options. Finance Stochastics 7 (3) (2003)
Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution. Finance Stochastics 5 (4) (2001)
Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach. Finance Stochastics 5 (3) (2001)