Authors: Hodges, SD Roberts, G Papaspiliopoulos, O Sentana, E Bingham, NH Cox, DR Nicolato, E Venardos, E Critchley, F Davis, MHA Tompkins, R Benth, FE Karlsen, KH Reikvam, K Brockwell, PJ Davis, RA Christensen, BJ Dellaportas, P McCoy, EJ Stephens, DA Diebold, FX Fruhwirth-Schnatter, S Genon-Catalot, V Laredo, C Grange, CWJ Griffin, JE Steel, MFJ Hobson, D Jensen, JL Jones, MC Lawrance, AJ Ledford, AW Leonenko, NN Levendorskii, S Mandelbrot, BB Meddahi, N Pitt, MK Priestley, MB Renault, E Rosinski, J Sato, K Taylor, SJ Tong, H Yang, H Veretennikov, AY Walker, SG Werker, BJM Wood, A

Citation: Sd. Hodges et al., Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion, J ROY STA B, 63, 2001, pp. 208-241

Authors: Abrahamsen, P Benth, FE

Citation: P. Abrahamsen et Fe. Benth, Kriging with inequality constraints, MATH GEOL, 33(6), 2001, pp. 719-744

Authors: Benth, FE Gjessing, HK

Citation: Fe. Benth et Hk. Gjessing, A nonlinear parabolic equation with noise - A reduction method, POTENT ANAL, 12(4), 2000, pp. 385-401

Authors: Barndorff-Nielsen, OE Benth, FE Jensen, JL

Citation: Oe. Barndorff-nielsen et al., Markov jump processes with a singularity, ADV APPL P, 32(3), 2000, pp. 779-799

Authors: Benth, FE

Citation: Fe. Benth, The Gross derivative and generalized random variables, INFIN DIMEN, 2(3), 1999, pp. 381-396