Phenomenological model of filtration processes : 1. Cake formation and expression

von Bürger, R.
Veröffentlicht 2000

Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type

von Benth, Fred Espen
Veröffentlicht in Mathematical finance (2003)

Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution

von Benth, Fred Espen
Veröffentlicht in Finance and stochastics (2001)

On a free boundary problem for a strongly degenerate quasilinear parabolic equation with an application to a model of pressure filtration

von Bürger, Raimund
Veröffentlicht 2002

A note on portfolio management under non-Gaussian logreturns

von Benth, Fred Espen
Veröffentlicht in International journal of theoretical and applied finance (2001)

Nonlinear partial differential equations : the Abel Symposium 2010

Veröffentlicht 2012

A mathematical model for batch and continuous thickening in vessels with varying cross section

von Bürger, Raimund
Veröffentlicht 2001

L 1 stability for entropy solutions of nonlinear degenerate parabolic convection-diffusion equations with discontinuous coefficients

von Hvistendahl Karlsen, Kenneth
Veröffentlicht 2003

Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets

von Benth, Fred Espen
Veröffentlicht in International journal of theoretical and applied finance (2003)

Nonlinear partial differential equations and hyperbolic wave phenomena : the 2008 - 2009 Research Program on Nonlinear Partial Differential Equations, Centre for Advanced Study...

Veröffentlicht 2010

L1-stability for entropy solutions of nonlinear degenerate parabolic convection-diffusion equations with discontinuous coefficients

von Hvistendahl Karlsen, Kenneth
Veröffentlicht 2003

Splitting methods for partial differential equations with rough solutions : analysis and MATLAB programs

Veröffentlicht 2010