Iben Cathrine Simonsen

Norwegian version of this page
Room 1004
Username
Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO
Tags: Stochastic analysis and finance and insurance and risk

Publications

  • Benth, Fred Espen & Simonsen, Iben Cathrine (2018). The Heston stochastic volatility model in Hilbert space. Stochastic Analysis and Applications.  ISSN 0736-2994.  36(4), s 733- 750 . doi: 10.1080/07362994.2018.1461566

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Published Aug. 7, 2015 2:32 PM - Last modified Nov. 6, 2018 3:07 PM