Fred Espen Benth

Mathematiker

Works:

A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Some regularity results for the stochastic pressure equation of Wick-type
Robustness of Hilbert space-valued stochastic volatility models
A Note On Population Growth In A Crowded Stochastic Environment

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Fred Espen Benth

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