E. B lviken and F. E. Benth, Quantification of risk in norwegian stocks via the normal inverse Gaussian distribution. Proceedings AFIR 2000 Colloquium, Troms , Norway. F.E. Benth, K.H. Karlsen, K. Reikvam, On portfolio optimization and consumption in markets with jumps. Submitted to the proceedings of the Second Symposium on Mathematics of Finance, November-December 1999, Gaborone Botswana. Some regularity results for the stochastic pressure equation of Wick-type.
Research Notes no.
F.E. Benth, K.H. Karlsen, K. Reikvam, A note on portfolio management under non-Gaussian logreturns. To appear in J. Theor. To appear in Mathematical Geology. O.E. Barndorff-Nielsen, F.E. Benth, J.L. Jensen, Markov jump processes with a singularity. F.E. Benth, Laser cooling and stochastics.