64 treff

Stochastic Stackelberg equilibria with applications to time dependent newsvendor models
Øksendal, Bernt K.
Bok Engelsk 2011
Insider trading with partially informed traders
Aase, Knut Kristian
Bok Engelsk 2011
An anticipative linear filtering equation
Aase, Knut Kristian
Bok Engelsk 2010
Strategic insider trading equilibrium : a filter theory approach
Aase, Knut Kristian
Bok Engelsk 2010
Optimal stopping with advanced information flow : selected examples
by Yaozhong Hu and Bernt Øksendal
Bok Engelsk 2009
Optimal stochastic impulse control with delayed reaction
Øksendal, Bernt K.
Bok Engelsk 2009
Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
Øksendal, Bernt K.
Bok Engelsk 2009
Forward integrals and an itô formula for fractional brownian motion
by Francesca Biagini and Bernt Øksendal
Bok Engelsk 2009
Maximum principle for stochastic differential games with partial information
Ta, Thi Kieu An
Bok Engelsk 2009
Partial information linear quadratic control for jump diffusions
Øksendal, Bernt K.
Bok Engelsk 2009
Minimal variance hedging for insider trading
by Francesca Biagini and Bernt Øksendal
Bok Engelsk 2008
The effect of climate variations on the dynamics of pasture-livestock interactions under cooperative and noncooperative management
by Kjell Arne Brekke, Bernt Øksendal and ...
Bok Engelsk 2008
Optimal smooth portfolio selection for an insider : by Yaozhong Hu and Bernt Øksendal
Hu, Yaozhong
Bok Engelsk 2008
The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures
Øksendal, Bernt K.
Bok Engelsk 2008
A universal optimal consumption rate for an insider
Øksendal, Bernt K.
Bok Engelsk 2008
A maximum principle for stochastic control with partial information
by Fouzia Baghery and Bernt Øksendal
Bok Engelsk 2008
Strategic insider trading equilibrium : a forward integration approach
Aase, Knut Kristian
Bok Engelsk 2007
Applied stochastic control of jump diffusions
Øksendal, Bernt K.
Bok Engelsk 2005
A general stochastic calculus approach to insider trading
by Francesca Biagini and Bernt Øksendal
Bok Engelsk 2002
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control
by J.-Ph. Chancelier, B. Øksendal, A. Sul...
Bok Engelsk 2000
Some solvable stochastic control problems with delay
Elsanosi, Ismail
Bok Engelsk 2000
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr.
Bok Engelsk 2000 · Les boka på nett
Chaos expansion of local time of fractional Brownian motions
Hu, Yaozhong
Bok Engelsk 2000 · Les boka på nett
Optimal consumption and portfolio in a Black-Scholes market driven by fractional Brownian motion
Hu, Yaozhong
Bok Engelsk 2000 · Les boka på nett
A maximum principle for optimal control of stochastic systems with delay, with applications to finance
Øksendal, Bernt K.
Bok Engelsk 2000
Multiparameter fractional Brownian motion and quasi-linear stochastic partial differential equations
Øksendal, Bernt K.
Bok Engelsk 2000
Two properties of stochastic KPP equations: ergodicity and pathwise property
Øksendal, Bernt K.
Bok Engelsk 2000 · Les boka på nett
A white noise approach to stochastic Neumann boundary value problems
Holden, Helge
Bok Engelsk 1999 · Les boka på nett
Fractional white noise calculus and applications to finance
by Yaozhong Hu and B. Øksendal
Bok Engelsk 1999 · Les boka på nett
Optimal portfolio in a fractional Black & Scholes market
Hu, Yaozhong
Bok Engelsk 1999