Books

Benth, Fred Espen & Krühner, Paul (2023). Stochastic Models for Prices Dynamics in Energy and Commodity Markets. An Infinite-Dimensional Perspective. Springer Verlag. ISBN 978-3-031-40366-8. 250 p.

Baños, David R. & Dahl, Kristina R. (2021). Bli Bedre i Statistikk. Eksempler, Eksamensoppgaver, Løsningsforslag. Universitetsforlaget. ISBN 978-82-15-03742-4. 258 p.

Øksendal, Bernt & Sulem, Agnès (2019). Applied Stochastic Control of Jump Diffusions. Third Edition. Springer Verlag. ISBN 978-3-030-02779-7. 436 p.

Barndorff-Nielsen, Ole E.; Benth, Fred Espen & Veraart, Almut E. D. (2018). Ambit Stochastics. Springer Verlag. ISBN 978-3-319-94128-8. 402 p.

Celledoni, Elena; Di Nunno, Giulia; Ebrahimi-Fard, Kurusch & Munthe-Kaas, Hans (Editors) (2018).Computation and Combinatorics in Dynamics, Stochastics and Control.The Abel Symposium, Rosendal, Norway, August 2016. Springer Verlag. ISBN 978-3-030-01592-3. 13(1). 737 p.

Lindstrøm, Tom (2017) Spaces. An Introduction to Real Analysis.  American Mathematical Society. ISBN 9781470440626. 369 p.

Benth, Fred & Di Nunno, Giulia (Editors) (2016). Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015. Springer Verlag, ISBN 978-3-319-23424-3. 360 p.

Bølviken, Erik (2014) Computation and Modelling in Insurance and Finance. Cambridge University Press. ISBN 9780521830485. 712 p.

Benth, Fred Espen, Kholodnyi, Valery A. & Laurence, Peter (2014) Quantitative Energy Finance. Modeling, Pricing, and Hedging in Energy and Commodity Markets. Springer Verlag. ISBN 978-1-4614-7247-6. 308 p.

Benth, Fred Espen & Benth, Jurate Saltyte (2013) Modeling and Pricing in Financial Markets for Weather Derivatives. World Scientific. ISBN 978-981-4401-84-5. 242 p.

Holden, Helge, Øksendal, Bernt, Ubøe, Jand & Zhang, Tusheng (2010) Stochastic Partial Differential Equations. A Modeling, White Noise Functional Approach. Second Edition. Springer Verlag. ISBN 978-0-387-89487-4. 304 p.

Di Nunno, Giulia, Øksendal, Bernt & Proske, Frank (2009) Malliavin Calculus for Lévy Processes with Applications to Finance. Springer Verlag. ISBN 978-3-540-785712. 417 p.

Benth, Fred Espen, Benth, Jurate Saltyte & Steen Koekebakker (2008) Stochastic Modeling of Electricity and Related Markets. World Scientific . ISBN 978-981-281-230-8. 352 p.

Benth, Fred Espen, Di Nunno, Giulia, Lindstrøm, Tom, Øksendal, Bernt & Zhang, Tusheng (Editors) (2007) Stochastic Analysis and Applications. The Abel Symposium 2005. Springer Verlag. ISBN 978-3-540-70846-9. 678 p.

Benth, Fred Espen (2004). Option Theory with Stochastic Analysis. An Introduction to Mathematical Finance. Springer Verlag. ISBN 3-540-40502-X. 162 p.

Øksendal, Bernt (2003). Stochastic Differential Equations. An Introduction with Applications. Sixth Edition. Springer Verlag. ISBN 3-540-047558-1. p. 379