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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

Ledig 2/2

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

Ledig 4/4

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

Ledig 2/2

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

Ledig 3/3

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

Ledig 2/2

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

Ledig 2/2

Innføring i lineær algebra med anvendelser

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

Ledig 2/2

Innføring i lineær algebra med anvendelser

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

Ledig 1/1

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

Applied stochastic control of jump diffusions

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

Ledig 1/1

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 1/1

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

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]

Ledig 2/2

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

Ledig 2/2

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

Ledig 1/1

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

Ledig 1/1

Gleason parts separated by smooth curves

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

Ledig 2/2

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

Ledig 1/1

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]

Ledig 1/1

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 4/4

Lineær algebra : med en innføring i lineær programmering

Sydsæter, Knut
Bok Bokmål 1996 · Les på nett

Ledig 3/3

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

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

Ledig 2/2

Lineær algebra : med en innføring i lineær programmering

Sydsæter, Knut
Bok Bokmål 1982 · Les på nett

Ledig 1/1

Lineær algebra : med en innføring i lineær programmering

Sydsæter, Knut
Bok Bokmål 1988 · Les på nett

Ledig 2/2

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

Ledig 1/1

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

Ledig 2/2

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

Ledig 3/3

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

Ledig 3/3

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

Ledig 3/3

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

Ledig 3/3

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

Ledig 1/1

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 2/2

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

Ledig 3/3

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

Ledig 2/2

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