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Black & Scholes-formelen: En triumf for matematisk modellering i finans

Øksendal, Bernt K.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 14, Sept. 1999)
Bok Bokmål 1999 · Les på nett

Tall og tallsystem : om tallbegrepets utvikling fram til i dag

Øksendal, Bernt K.
Inngår i serie: Temahefte matematikk (1)
Bok Bokmål cop. 1991 · Les på nett

Optimal smooth portfolio selection for an insider : by Yaozhong Hu and Bernt Øksendal

Hu, Yaozhong
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 18 2007)
Bok Engelsk 2008

Stochastic Stackelberg equilibria with applications to time dependent newsvendor models

Øksendal, Bernt K.
Inngår i serie: Discussion paper / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 9 2011)
Bok Engelsk 2011

Two properties of stochastic KPP equations: ergodicity and pathwise property

Øksendal, Bernt K.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 21 Sept. 2000)
Bok Engelsk 2000 · Les på nett

Asymptotic properties of the solutions to stochastic KPP equations

Øksendal, Bernt K.
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 14, August 1998)
Bok Engelsk [1998] · Les på nett

Innføring i lineær algebra med anvendelser

Øksendal, Bernt K.
Bok Bokmål 1975 · Les på nett

Innføring i lineær algebra med anvendelser

Øksendal, Bernt K.
Bok Bokmål 1975 · Les på nett

The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures

Øksendal, Bernt K.
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 3 2007)
Bok Engelsk 2008

Optimal stochastic impulse control with delayed reaction

Øksendal, Bernt K.
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 24 2008)
Bok Engelsk 2009

Partial information linear quadratic control for jump diffusions

Øksendal, Bernt K.
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 16 2008)
Bok Engelsk 2009

Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes

Øksendal, Bernt K.
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 18 2008)
Bok Engelsk 2009

A universal optimal consumption rate for an insider

Øksendal, Bernt K.
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 1 2006)
Bok Engelsk 2008

Forsidebilde

Applied stochastic control of jump diffusions

Øksendal, Bernt K.
Inngår i serie: Universitext
Bok Engelsk cop. 2005

A maximum principle for optimal control of stochastic systems with delay, with applications to finance

Øksendal, Bernt K.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 29 Nov. 2000)
Bok Engelsk 2000

Multiparameter fractional Brownian motion and quasi-linear stochastic partial differential equations

Øksendal, Bernt K.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 5 Feb. 2000)
Bok Engelsk 2000 · Les på nett

Optimal consumption and portfolio with both fixed and proportional transaction costs

Øksendal, Bernt K.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 19, Oct. 1999)
Bok Engelsk 1999 · Les på nett

Stochastic partial differential equations driven by multiparameter fractional white noise

Øksendal, Bernt K.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 17, Oct. 1999)
Bok Engelsk 1999 · Les på nett

An introduction to Malliavin calculus with applications to economics

Øksendal, Bernt K.
Inngår i serie: Working paper / Norges Handelshøyskole, Institutt for foretaksøkonomi (no. 3, 1996)
Bok Engelsk 1996 · Les på nett

A moving boundary value problem in a Stochastic medium

Øksendal, Bernt K.
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 11, August 1997)
Bok Engelsk 1997 · Les på nett

Non-robustness of some impulse control problems with respect to intervention costs

Øksendal, Bernt K.
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no.16, November 1998)
Bok Engelsk [1998] · Les på nett

A short introduction to mathematical finance

Øksendal, Bernt K.
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for foretaksøkonomi (6/98)
Bok Engelsk 1998 · Les på nett

Stochastic control problems where small intervention costs have big effects

Øksendal, Bernt K.
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 4, April 1998)
Bok Engelsk [1998]

Viscosity solutions of optimal stopping problems

Øksendal, Bernt K.
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 10, August 1997)
Bok Engelsk 1997 · Les på nett

Diffusions whose parts are preserved by analytic functions

Øksendal, Bernt K.
Inngår i serie: Skrifter / Agder distriktshøgskole, Fagseksjon for matematikk (1981:1)
Bok Engelsk 1981

Finely harmonic functions with bounded Dirichlet integral with respect to the Green measure

Øksendal, Bernt K.
Inngår i serie: Preprint series / Institute of Mathematics, University of Oslo. [Pure mathematics] ; 10-1983 (1983:10)
Bok Språk ikke angitt 1983 · Les på nett

Gleason parts separated by smooth curves

Øksendal, Bernt K.
Inngår i serie: Skrifter / Agder distriktshøgskole, Fagseksjon for matematikk (1974:1)
Bok Engelsk 1974

The solution of a minimax problem conntected to the irreducibility of polynomials

Øksendal, Bernt K.
Inngår i serie: Skrifter / Agder distriktshøgskole, Fagseksjon for matematikk (1977:3)
Bok Engelsk 1977

Stochastic partial differential equations : a mathematical connection between macrocosmos and microcosmos

Øksendal, Bernt K.
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 5, February 1993)
Bok Engelsk [1993]

The effect of climate variations on the dynamics of pasture-livestock interactions under cooperative and noncooperative management

Brekke, Kjell Arne
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 20 2007)
Bok Engelsk 2008

Using the Donsker delta function to compute hedging strategies

Aase, Knut
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 6, May 1998)
Bok Engelsk 1998 · Les på nett

Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs

Framstad, Nils Chr.
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 26 Oct. 2000)
Bok Engelsk 2000 · Les på nett

Optimal consumption and portfolio in a Black-Scholes market driven by fractional Brownian motion

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 23 Oct. 2000)
Bok Engelsk 2000 · Les på nett

Optimal portfolio in a fractional Black & Scholes market

Hu, Yaozhong
Inngår i serie: Preprint series / Department of Mathematics, University of Oslo. Pure mathematics (no. 13, Aug. 1999)
Bok Engelsk 1999 · Les på nett

Forsidebilde

Lineær algebra : med en innføring i lineær programmering

Sydsæter, Knut
Bok Bokmål 1996 · Les på nett

Lineær algebra : en framstilling av den elementære teorien beregnet på anvendelsene

Sydsæter, Knut
Inngår i serie: Scandinavian university books
Bok Bokmål 1977

Lineær algebra : med en innføring i lineær programmering

Sydsæter, Knut
Bok Bokmål 1982 · Les på nett

Lineær algebra : med en innføring i lineær programmering

Sydsæter, Knut
Bok Bokmål 1988 · Les på nett

Wick approximation of quasilinear stochastic differentialequations

Hu, Yaozhong
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 46, Oct. 1995)
Bok Engelsk [1995] · Les på nett

Maximum principle for stochastic differential games with partial information

Ta, Thi Kieu An
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 32 2008)
Bok Engelsk 2009

An anticipative linear filtering equation

Aase, Knut Kristian
Inngår i serie: Discussion paper / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 8 2010)
Bok Engelsk 2010

Insider trading with partially informed traders

Aase, Knut Kristian
Inngår i serie: Discussion paper / Norwegian School of Economics, Department of Finance and Management Science (FOR 21 2011)
Bok Engelsk 2011

Strategic insider trading equilibrium : a filter theory approach

Aase, Knut Kristian
Inngår i serie: Discussion paper / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 9 2010)
Bok Engelsk 2010

Strategic insider trading equilibrium : a forward integration approach

Aase, Knut Kristian
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for foretaksøkonomi (FOR 24 2007)
Bok Engelsk 2007

A verification theorem for combined stochastic control and impulse control

Brekke, Kjell Arne
Inngår i serie: Preprint series / Matematisk institutt, Universitetet i Oslo. Pure mathematics (no. 24, Oct. 1996)
Bok Engelsk 1996 · Les på nett

A maximum principle for stochastic control with partial information

Baghery, Fouzia
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 12 2007)
Bok Engelsk 2008

Forward integrals and an itô formula for fractional brownian motion

Biagini, Francesca
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 13 2008)
Bok Engelsk 2009

Minimal variance hedging for insider trading

Biagini, Francesca
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 21 2006)
Bok Engelsk 2008

Optimal stopping with advanced information flow : selected examples

Hu, Yaozhong
Inngår i serie: Reprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 25 2008)
Bok Engelsk 2009

A general stochastic calculus approach to insider trading

Biagini, Francesca
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for foretaksøkonomi (17/2002)
Bok Engelsk 2002

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