P. Henriksen

发表

OPTIMAL PORTFOLIOS THROUGH BELLMAN NUMERICS

E. Bølviken, P. Henriksen, 2010 .

VALUING TARGET REDEMPTION NOTES BY A STRATIFIED

P. Henriksen, 2009 .

VALUING TARGET REDEMPTION NOTES BY A STRATIFIED LONGSTAFF SCHWARTZ ALGORITHM

F. Benth, P. Henriksen, 2009 .

Pricing of basket options using univariate normal inverse Gaussian approximations

F. Benth, P. Henriksen, 2011 .