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Book Reviews - Stochastic Models and Option Values Applications to Resources, Environment and Investment Problems
Lund, D.; Oksendal, B. - In: European journal of operational research : EJOR 71 (1993) 1, pp. 133
Persistent link: https://www.econbiz.de/10006689275
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THE VALUE OF INFORMATION IN STOCHASTIC CONTROL AND FINANCE
Øksendal, Bernt - In: Australian economic papers 44 (2005) 4, pp. 352-364
Persistent link: https://www.econbiz.de/10006423475
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Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr; Øksendal, Bernt; Sulem, Agnès - In: Journal of mathematical economics 35 (2001) 2, pp. 233-258
Persistent link: https://www.econbiz.de/10006040114
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Optimal stochastic intervention control with application to the exchange rate
Mundaca, Gabriela; Øksendal, Bernt - In: Journal of mathematical economics 29 (1998) 2, pp. 223
Persistent link: https://www.econbiz.de/10006056815
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Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
Benth, Fred Espen; Nunno, Giulia Di; Løkka, Arne; … - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10008215733
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Optimal time to invest when the price processes are geometric Brownian motions
Hu, Yaozhong; Øksendal, Bernt - In: Finance and stochastics 2 (1998) 3, pp. 295-310
Persistent link: https://www.econbiz.de/10008218810
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Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
Øksendal, Bernt; Sandal, Leif; Ubøe, Jan - In: Journal of economic dynamics & control 37 (2013) 7, pp. 1284-1299
Persistent link: https://www.econbiz.de/10010109461
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RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS
Øksendal, Bernt; Sulem, Agnès - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 619-638
Persistent link: https://www.econbiz.de/10008322210
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An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis
Aase, Knut K. - In: Insurance / Mathematics & economics 27 (2000) 3, pp. 345-364
Persistent link: https://www.econbiz.de/10006904772
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A Pricing Model for Quantity Contracts
Aase, Knut K. - In: The journal of risk and insurance : the journal of the … 71 (2004) 4, pp. 617-642
Persistent link: https://www.econbiz.de/10006162984