| Approximating Lévy semistationary processes via Fourier methods in the context of power markets FE Benth, H Eyjolfsson, AED Veraart SIAM Journal on Financial Mathematics 5 (1), 71-98, 2014 | 29 | 2014 |
| Self-exciting jump processes with applications to energy markets H Eyjolfsson, D Tjøstheim Annals of the Institute of Statistical Mathematics 70, 373-393, 2018 | 14 | 2018 |
| Stochastic modeling of power markets using stationary processes FE Benth, H Eyjolfsson Seminar on Stochastic Analysis, Random Fields and Applications VII: Centro …, 2013 | 9 | 2013 |
| Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations FE Benth, H Eyjolfsson | 7 | 2016 |
| Representation and approximation of ambit fields in Hilbert space FE Benth, H Eyjolfsson Stochastics 89 (1), 311-347, 2017 | 5 | 2017 |
| Multivariate self-exciting jump processes with applications to financial data H Eyjolfsson, D Tjøstheim Bernoulli 29 (3), 2167-2191, 2023 | 4 | 2023 |
| Approximating ambit fields via Fourier methods H Eyjolfsson Stochastics An International Journal of Probability and Stochastic Processes …, 2015 | 3 | 2015 |
| Self-exciting jump processes and their asymptotic behaviour KR Dahl, H Eyjolfsson Stochastics 94 (8), 1166-1185, 2022 | 2 | 2022 |
| Robustness of Hilbert space-valued stochastic volatility models FE Benth, H Eyjolfsson Finance and Stochastics 28 (4), 1117-1146, 2024 | 1 | 2024 |
| Ambit fields via Fourier methods in the context of power markets H Eyjolfsson Preprint series: Pure mathematics http://urn. nb. no/URN: NBN: no-8076, 2013 | 1 | 2013 |
| Robustness of Hilbert space-valued stochastic volatility models F Espen Benth, H Eyjolfsson arXiv e-prints, arXiv: 2211.16071, 2022 | | 2022 |
| Self-exciting jump processes as deterioration models KR Dahl, H Eyjolfsson Research Publishing Services, 2021 | | 2021 |
| Self-exciting jump processes and their asymptotic behaviour K Rognlien Dahl, H Eyjolfsson arXiv e-prints, arXiv: 2006.16663, 2020 | | 2020 |
| Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations F Espen Benth, H Eyjolfsson arXiv e-prints, arXiv: 1602.02907, 2016 | | 2016 |
| Representation and approximation of ambit fields in Hilbert space F Espen Benth, H Eyjolfsson arXiv e-prints, arXiv: 1509.08272, 2015 | | 2015 |
| SIMULATION OF VOLATILITY MODULATED VOLTERRA PROCESSES USING HYPERBOLIC STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS H Eyjolfsson, FE Benth Preprint series. Pure mathematics http://urn. nb. no/URN: NBN: no-8076, 2013 | | 2013 |
| and Probability J BERESTYCKI, É BRUNET, Z SHI, NJ NEWTON, O LEPSKI, FE BENTH, ... | | |
