11 treff

Framstad Nils Chr.
Energy intensive infrastructure investments with retrofits in continuous time: effects of uncertainty on energy use and carbon emissions
Nils Chr. Framstad and Jon Strand
Bok Engelsk 2013
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr.
Bok Engelsk 2000 · Les boka på nett
Optimal consumption and portfolio in a jump diffusion market
Framstad, Nils Chr.
Bok Engelsk 1999
The effect of small intervention costs on the optimal extraction of dividends and renewable resources in a jump-diffusion model
Nils Chr. Framstad
Bok Engelsk 2014
Ross-type dynamic portfolio separation (almost) without ito stochastic calculus
Nils Chr. Framstad
Bok Engelsk 2013
When can environmental profile and emissions reduction be optimized independently of the pollutant level?
Nils Chr. Framstad
Bok Engelsk 2013
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
Nils Chr. Framstad
Bok Engelsk 2011
Portfolio separation properties of the skew-elliptical distributions
Nils Chr. Framstad
Bok Engelsk 2011
Portfolio Separation with α-symmetric and Psuedo-isotropic Distributions
Nils Chr. Framstad
Bok Engelsk 2011
Optimal stochastic control with applications to economics
Nils Chr. Framstad
Bok Engelsk 2002
Portfolio separation in markets driven by independent increment processes
Framstad, Nils Chr.
Bok Engelsk 2000 · Les boka på nett