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person:"Øksendal, Bernt K."
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Øksendal, Bernt K.
Stein, Jerome L.
44
Ferrari, Giorgio
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ECONIS (ZBW)
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A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
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2
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
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3
Anticipative stochastic control for Lévy processes with application to insider trading
Sulem, Agnès
;
Kohatsu-Higa, Arturo
;
Øksendal, Bernt K.
; …
-
2009
Persistent link: https://www.econbiz.de/10003827062
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4
The value of information in stochastic control and finance
Øksendal, Bernt K.
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 352-364
Persistent link: https://www.econbiz.de/10003236998
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5
Optimal stochastic intervention control with application to the exchange rate
Mundaca, B. Gabriela
- In:
Journal of mathematical economics
29
(
1998
)
2
,
pp. 225-243
Persistent link: https://www.econbiz.de/10001241717
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