Cristin-person-ID: 23036
Person

Fred Espen Benth

  • Stilling:
    Professor
    ved Risiko og stokastikk (SEKSJON 3) ved Universitetet i Oslo

Klassifisering

Vitenskapsdisipliner

Matematikk • Analyse

Emneord

Finans • Stokastisk analyse

Resultater Resultater

Pricing Options on Flow Forwards by Neural Networks in Hilbert Space.

Benth, Fred Espen. 2022, ICCF2022. UIOVitenskapelig foredrag

Stochastic integrals and Gelfand integration in Fréchet spaces.

Benth, Fred Espen; Galimberti, Luca. 2022, Infinite Dimensional Analysis Quantum Probability and Related Topics. NTNU, UIOVitenskapelig artikkel

Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations.

Benth, Fred Espen; Detering, Nils; Krühner, Paul. 2022, Stochastics: An International Journal of Probability and Stochastic Processes. UNIVCAL, WW, UIOVitenskapelig artikkel

A topological proof of Sklar's theorem in arbitrary dimensions.

Benth, Fred Espen; Nunno, Giulia Di; Schroers, Dennis. 2022, Dependence Modeling. UIOVitenskapelig artikkel

A weak law of large numbers for realised covariation in a Hilbert space setting.

Benth, Fred Espen; Schroers, Dennis; Veraart, Almut E. D.. 2022, Stochastic Processes and their Applications. UIO, ICOSTAMUOLVitenskapelig artikkel
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Utmerkelser

  • 2006 - FIBE prisen