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Recursive utility and jump-dif...
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Theorie
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the stochastic maximum principle
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Aase, Knut K.
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Bjuland, Terje
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10
Persson, Svein-Arne
8
Bjerksund, Petter
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Øksendal, Bernt
6
Aase, Knut
4
Aase, Knut Kristian
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Oksendal, Bernt
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Berglund, Tom
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Gjesdal, Frøystein
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Lillestøl, Jostein
2
Meilijson, Isaac
2
Privault, Nicolas
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AASE, Knut K.
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Jennergren, L. Peter
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Jennergren, Lars Peter
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Nielsen, Jörgen Aase
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
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Financial Institutions Center, Wharton School of Business
2
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
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Økonomisk-Administrativ Fagseksjon, Telemark Distriktshøgskole
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ASTIN BULLETIN - Vol.33 - No.2 - 2003 ; 117-122
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ECONIS (ZBW)
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EconStor
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Life insurance and pension contracts I : the time additive life cycle model
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010336420
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12
What puzzles? : new insights in asset pricing
Aase, Knut K.
-
2012
Persistent link: https://www.econbiz.de/10009676116
Saved in:
13
The life cycle model with recursive utility : new insights on pension and life insurance contracts
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010358752
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14
The equity premium and the risk free rate in a production economy : a new perspective
Aase, Knut K.
-
2011
Persistent link: https://www.econbiz.de/10008841728
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15
Life insurance and pension contracts I : the time additive life cycle model
Aase, Knut K.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010506430
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16
The equity premium in a production economy : a new perspective involving recursive utility
Aase, Knut K.
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2015
Persistent link: https://www.econbiz.de/10010515217
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17
Recursive utility and jump-diffusions
Aase, Knut K.
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2015
Persistent link: https://www.econbiz.de/10010515237
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18
Equilibrium in marine mutual insurance markets with convex operating costs
Aase, Knut K.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003454720
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19
On the consistency of the Lucas pricing formula
Aase, Knut K.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003209490
Saved in:
20
Using option pricing theory to infer about equity premiums
Aase, Knut K.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003209519
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