erikhk

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Tags: Stochastic analysis and finance and insurance and risk

Publications

  • Di Nunno, Giulia & Karlsen, Erik Hove (2016). Hedging under worst-case-scenario in a market driven by time-changed Lévy noises, In Mark Podolskij; Robert Stelzer; Steen Thorbjørnsen & Almut E. D. Veraart (ed.),  The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen.  Springer Science+Business Media B.V..  ISBN 978-3-319-25824-9.  Chapter 22.  s 465 - 499
  • Di Nunno, Giulia & Karlsen, Erik Hove (2015). Hedging under worst-case-scenario in a market driven by time-changed Lévy noises. Prepint Series - Pure Mathematics.  ISSN 0806-2439.

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Published Sep. 3, 2015 10:15 AM - Last modified Feb. 9, 2016 4:27 PM