Bernt Karsten Øksendal
Norwegian version of this page
Email
oksendal@math.uio.no
Room
1021
Username
Visiting address
Moltke Moes vei 35
Niels Henrik Abels hus
0851 Oslo
Postal address
Postboks 1053 Blindern
0316 Oslo
Publications
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Agram, Nacira; Pucci, Giulia & Øksendal, Bernt Karsten (2024). Impulse Control of Conditional McKean–Vlasov Jump Diffusions. Journal of Optimization Theory and Applications. ISSN 0022-3239. doi: 10.1007/s10957-023-02370-6.
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Øksendal, Bernt Karsten (2023). Space-time stochastic calculus and white noise. In Morel, Jean-Michel & Teissier, Bernard (Ed.), Mathematics Going Forward - Collected Mathematical Brushstrokes. Springer. ISSN 978-3-031-12243-9. p. 629–649. Full text in Research Archive
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Agram, Nacira; Øksendal, Bernt Karsten; Proske, Frank Norbert & Tymoshenko, Olena (2023). Optimal control of SPDEs driven by time-space Brownian motion . arXiv.org. ISSN 2331-8422.
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Agram, Nacira & Øksendal, Bernt Karsten (2023). The Donsker delta function and local time for McKean–Vlasov processes and applications. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. doi: 10.1080/17442508.2023.2286252. Full text in Research Archive
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Makhlouf, K.; Agram, Nacira; Hilbert, A. & Øksendal, Bernt Karsten (2023). SPDEs with space interactions and application to population modelling. ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV). ISSN 1292-8119. 29. doi: 10.1051/cocv/2023010. Full text in Research Archive
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Agram, Nacira & Øksendal, Bernt Karsten (2023). Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control. SIAM Journal of Control and Optimization. ISSN 0363-0129. 61(3), p. 1472–1493. doi: 10.1137/21M1461034. Full text in Research Archive
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Moulay Hachemi, Rahma Yasmina & Øksendal, Bernt Karsten (2023). The fractional stochastic heat equation driven by time-space white noise. Fractional Calculus and Applied Analysis. ISSN 1311-0454. 26(2), p. 513–532. doi: 10.1007/s13540-023-00134-7. Full text in Research Archive
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Agram, Nacira; Labed, Saloua; Øksendal, Bernt Karsten & Yakhlef, Samia (2022). Singular Control of Stochastic Volterra Integral Equations. Acta Mathematica Scientia. ISSN 0252-9602. 42(3), p. 1003–1017. doi: 10.1007/s10473-022-0311-9. Full text in Research Archive
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Agram, Nacira; Hu, Yaozhong & Øksendal, Bernt Karsten (2022). Mean-field backward stochastic differential equations and applications. Systems & control letters (Print). ISSN 0167-6911. 162. doi: 10.1016/j.sysconle.2022.105196. Full text in Research Archive
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Agram, Nacira; Haadem, Sven; Øksendal, Bernt Karsten & Proske, Frank Norbert (2021). Optimal stopping, randomized stopping and singular control with general information flow . Theory of Probability and its Applications. ISSN 0040-585X. 66(4), p. 760–773. doi: 10.4213/tvp5514.
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Agram, Nacira & Øksendal, Bernt (2020). A financial market with singular drift and no arbitrage. Mathematics and Financial Economics. ISSN 1862-9679. doi: 10.1007/s11579-020-00284-9. Full text in Research Archive
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Draouil, Olfa & Øksendal, Bernt (2019). A white noise approach to optimal insider control of systems with delay. Journal of Mathematical Analysis and Applications. ISSN 0022-247X. 476(1), p. 101–119. doi: 10.1016/j.jmaa.2019.02.065. Full text in Research Archive
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Agram, Nacira; Hilbert, Astrid & Øksendal, Bernt (2019). Singular control of SPDEs with space-mean dynamics. Mathematical Control and Related Fields. ISSN 2156-8472. doi: 10.3934/mcrf.2020004. Full text in Research Archive
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Agram, Nacira & Øksendal, Bernt (2019). Mean-field stochastic control with elephant memory in infinite time horizon. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 91(7), p. 1041–1066. doi: 10.1080/17442508.2019.1635600. Full text in Research Archive
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Draouil, Olfa & Øksendal, Bernt (2019). Viable insider markets. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 91(7), p. 959–973. doi: 10.1080/17442508.2019.1612895. Full text in Research Archive
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Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2019). New approach to optimal control of stochastic Volterra integral equations. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 91(6), p. 873–894. doi: 10.1080/17442508.2018.1557186. Full text in Research Archive
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Agram, Nacira; Bachouch, Achref; Øksendal, Bernt & Proske, Frank Norbert (2019). Singular control and optimal stopping of memory mean-field processes. SIAM Journal on Mathematical Analysis. ISSN 0036-1410. 51(1), p. 450–468. doi: 10.1137/18M1174787.
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Agram, Nacira & Øksendal, Bernt (2019). Model uncertainty stochastic mean-field control. Stochastic Analysis and Applications. ISSN 0736-2994. 37(1), p. 36–56. doi: 10.1080/07362994.2018.1499036. Full text in Research Archive
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Dumitrescu, Roxana; Øksendal, Bernt & Sulem, Agnès (2018). Stochastic control of general mean-field SPDEs with jumps. Journal of Optimization Theory and Applications. ISSN 0022-3239. 176(3), p. 559–584. doi: 10.1007/s10957-018-1243-3. Full text in Research Archive
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Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt & Paczka, Krzysztof Jaroslaw (2018). Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk (PUQR). ISSN 2095-9672. 3. doi: 10.1186/s41546-018-0033-z.
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Agram, Nacira; Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2018). Optimal stopping, randomized stopping and singular control with partial information flow. arXiv.org. ISSN 2331-8422.
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Agram, Nacira; Hilbert, Astrid & Øksendal, Bernt (2018). SPDEs with Space-Mean Dynamics. arXiv.org. ISSN 2331-8422. doi: 10.3934/mcrf.2020004.
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Agram, Nacira & Øksendal, Bernt (2018). Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon. arXiv.org. ISSN 2331-8422. doi: 10.1080/17442508.2019.1635600.
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Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2018). Optimal control of forward-backward stochastic Volterra equations, Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume. European Mathematical Society (EMS) Press. ISSN 978-3-03719-186-6. p. 3–36.
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Agram, Nacira & Øksendal, Bernt (2018). A Hida-Malliavin white noise calculus approach to optimal control. Infinite Dimensional Analysis Quantum Probability and Related Topics. ISSN 0219-0257. 21(3), p. 1850014-1–1850014-21. doi: 10.1142/S0219025718500145. Full text in Research Archive
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Hu, Yaozhong & Øksendal, Bernt (2018). Linear Volterra backward stochastic integral equations. Stochastic Processes and their Applications. ISSN 0304-4149. 129(2), p. 626–633. doi: 10.1016/j.spa.2018.03.016. Full text in Research Archive
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Dumitrescu, Roxana; Øksendal, Bernt & Sulem, Agnès (2018). Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps. Journal of Optimization Theory and Applications. ISSN 0022-3239. 176(3), p. 559–584. doi: 10.1007/s10957-018-1243-3.
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Agram, Nacira; Hu, Yaozhong & Øksendal, Bernt (2018). Mean-field backward stochastic differential equations and applications. arXiv.org. ISSN 2331-8422.
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Draouil, Olfa & Øksendal, Bernt (2018). Optimal insider control of stochastic partial differential equations. Stochastics and Dynamics. ISSN 0219-4937. 18(1). doi: 10.1142/S0219493718500144. Full text in Research Archive
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Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2017). New approach to optimal control of stochastic Volterra integral equations. arXiv.org. ISSN 2331-8422. p. 1–22. doi: 10.1080/17442508.2018.1557186.
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Agram, Nacira & Øksendal, Bernt (2017). Stochastic control of memory mean-field processes. Applied Mathematics and Optimization. ISSN 0095-4616. p. 1–24. doi: 10.1007/s00245-017-9425-1. Full text in Research Archive
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Øksendal, Bernt & Røse, Elin Engen (2017). A white noise approach to insider trading. In Hida, Takeyuki & Streit, Ludwig (Ed.), Let Us Use White Noise. World Scientific. ISSN 978-981-3220-93-5. p. 191–204. doi: 10.1142/9789813220942_0006. Full text in Research Archive Show summary
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Dahl, Kristina Rognlien & Øksendal, Bernt (2017). Singular recursive utility. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 89(6-7), p. 994–1014. doi: 10.1080/17442508.2017.1303067. Full text in Research Archive
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Hu, Yaozhong; Øksendal, Bernt & Sulem, Agnes Biacobroda (2017). Singular mean-field control games. Stochastic Analysis and Applications. ISSN 0736-2994. 35(5), p. 823–851. doi: 10.1080/07362994.2017.1325745. Full text in Research Archive
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Øksendal, Bernt & Sulem, Agnès (2016). Optimal control of predictive mean-field equations and applications in finance. In Benth, Fred Espen & Di Nunno, Giulia (Ed.), Stochastics of Environmental and Financial Economics. Springer Science+Business Media B.V.. ISSN 978-3-319-23424-3. doi: 10.1007/978-3-319-23425-0_12.
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Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2016). A stochastic HJBI equation for optimal control of forward-backward SDEs. In Podolskij, Mark; Stelzer, Robert; Thorbjørnsen, Steen & Veraart, Almut E. D. (Ed.), The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen. Springer Science+Business Media B.V.. ISSN 978-3-319-25824-9.
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Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2016). Optimal control of forward-backward stochastic Volterra equations. arXiv.org. ISSN 2331-8422. doi: 10.4171/186-1/1.
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Agram, Nacira & Øksendal, Bernt (2016). Model Uncertainty Stochastic Mean-Field Control. arXiv.org. ISSN 2331-8422. doi: 10.1080/07362994.2018.1499036.
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Øksendal, Bernt; Sulem, Agnes Biacobroda & Zhang, Tusheng (2016). A stochastic HJB equation for optimal control of forward-backward SDEs. In Podolskij, Mark; Stelzer, Robert; Thorbjørnsen, Steen & Veraart, Almut E. D. (Ed.), The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen. Springer Science+Business Media B.V.. ISSN 978-3-319-25824-9. p. 435–446. doi: 10.1007/978-3-319-25826-3_20. Show summary
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Draouil, Olfa & Øksendal, Bernt (2016). Optimal insider control and semimartingale decompositions under enlargement of filtration. Stochastic Analysis and Applications. ISSN 0736-2994. 34(6), p. 1045–1056. doi: 10.1080/07362994.2016.1200989. Full text in Research Archive
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Draouil, Olfa & Øksendal, Bernt (2016). Stochastic differential games with inside information. Infinite Dimensional Analysis Quantum Probability and Related Topics. ISSN 0219-0257. 19(3). doi: 10.1142/S0219025716500168. Full text in Research Archive
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Dahl, Kristina Rognlien; Mohammed, Salah-Eldin; Øksendal, Bernt & Røse, Elin Engen (2016). Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Journal of Functional Analysis. ISSN 0022-1236. 271(2), p. 289–329. doi: 10.1016/j.jfa.2016.04.031. Full text in Research Archive
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Øksendal, Bernt & Sulem, Agnès (2016). Dynamic robust duality in utility maximization. Applied Mathematics and Optimization. ISSN 0095-4616. p. 1–31. doi: 10.1007/s00245-016-9329-5. Full text in Research Archive
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Øksendal, Bernt & Sulem, Agnès (2016). Optimal control of predictive mean-field equations and applications to finance. Springer Proceedings in Mathematics & Statistics. ISSN 2194-1017. 138, p. 301–320. doi: 10.1007/978-3-319-23425-0_12. Full text in Research Archive Show summary
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Alvarez, Luis H.; Lungu, Edward & Øksendal, Bernt (2016). Optimal multi-dimensional stochastic harvesting with density-dependent prices. Afrika Matematika. ISSN 1012-9405. 27(3), p. 427–442. doi: 10.1007/s13370-015-0357-0. Full text in Research Archive
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Øksendal, Bernt & Sulem, Agnès (2015). Applications of stochastic analysis. In Higham, Nicholas J. (Eds.), The Princeton Companion to Applied Mathematics. Princeton University Press. ISSN 978-0-691-15039-0.
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Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2015). A comparison theorem for backward SPDEs with jumps. In Chen, Zhen-Qing (Eds.), Festscrift Masatoshi Fukushima. World Scientific. ISSN 978-9814596527. doi: 10.1142/9789814596534_0023.
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Draouil, Olfa & Øksendal, Bernt (2015). A Donsker delta functional approach to optimal insider control and applications to finance. Communications in Mathematics and Statistics. ISSN 2194-6701. 3(3), p. 365–421. doi: 10.1007/s40304-015-0065-y. Full text in Research Archive
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Agram, Nacira & Øksendal, Bernt (2015). Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. Journal of Optimization Theory and Applications. ISSN 0022-3239. 167(3), p. 1070–1094. doi: 10.1007/s10957-015-0753-5. Full text in Research Archive
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Øksendal, Bernt & Sulem, Agnes Biacobroda (2015). Risk minimization in financial markets modeled by Itô-Lévy processes. Afrika Matematika. ISSN 1012-9405. 26(5-6), p. 939–979. doi: 10.1007/s13370-014-0248-9. Full text in Research Archive
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Øksendal, Bernt & Sulem, Agnès (2014). Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty. Journal of Optimization Theory and Applications. ISSN 0022-3239. 161(1), p. 22–55. doi: 10.1007/s10957-012-0166-7. Full text in Research Archive
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Corcuera, Jose Manuel; Di Nunno, Giulia; Farkas, Gergely & Øksendal, Bernt (2014). A continuous auction model with insiders and random time of information release. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. Full text in Research Archive
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Øksendal, Bernt & Sulem, Agnes Biacobroda (2014). Stochastic control of Itô-Lévy processes with applications to finance. Communications on Stochastic Analysis. ISSN 0973-9599. 8(1), p. 1–15. Full text in Research Archive
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Øksendal, Bernt; Sandal, Leif Kristoffer & Ubøe, Jan (2014). Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information. Journal of Applied Probability. ISSN 0021-9002. 51A, p. 213–226. doi: 10.1239/jap/1417528477. Full text in Research Archive
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Fontana, Claudio; Øksendal, Bernt & Sulem, Agnes Biacobroda (2014). Market Viability and Martingale Measures under Partial Information. Methodology and Computing in Applied Probability. ISSN 1387-5841. doi: 10.1007/s11009-014-9397-4. Full text in Research Archive
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Agram, Nacira & Øksendal, Bernt (2014). Infinite horizon optimal control of forward-backward stochastic differential equations with delay. Journal of Computational and Applied Mathematics. ISSN 0377-0427. 259, p. 336–349. doi: 10.1016/j.cam.2013.04.048. Full text in Research Archive
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Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2014). Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Mathematics of Operations Research. ISSN 0364-765X. 39(2), p. 464–486. doi: 10.1287/moor.2013.0602. Full text in Research Archive
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Siegmund-Schultze, Reinhard & Øksendal, Bernt (2013). Johannes Lohne (1908-1993), den glemte norske nyoppdager av Thomas Harriot og frontkjemper for den tyske okkupasjonsmakten under 2. verdenskrig. Normat. ISSN 0801-3500. 61(1), p. 18–32.
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Agram, Nacira; Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2013). A maximum principle for infinite horizon delay equations. SIAM Journal on Mathematical Analysis. ISSN 0036-1410. 45, p. 2499–2522. doi: 10.1137/120882809.
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Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2013). A stochastic HJB equation for optimal control of forward-backward SDEs. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. doi: 10.1007/978-3-319-25826-3_20. Full text in Research Archive
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Agram, Nacira; Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2013). A maximum principle for infinite horizon delay equatations. SIAM Journal on Mathematical Analysis. ISSN 0036-1410. 45(4), p. 2499–2522. doi: 10.1137/120882809. Full text in Research Archive
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Øksendal, Bernt; Sandal, Leif Kristoffer & Ubøe, Jan (2013). Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models. Journal of Economic Dynamics and Control. ISSN 0165-1889. 37(7), p. 1284–1299. doi: 10.1016/j.jedc.2013.02.010. Full text in Research Archive Show summary
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Baghery, Fouzia; Haadem, Sven; Øksendal, Bernt & Turpin, Isabella (2013). Optimal stopping and stochastic control differential games for jump diffusions. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 85(1), p. 85–97. doi: 10.1080/17442508.2011.652116. Full text in Research Archive
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Øksendal, Bernt & Sulem, Agnès (2013). A stochastic control approach to robust duality in utility maximization. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. doi: 10.1007/s00245-016-9329-5. Full text in Research Archive
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Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2013). Maximum principles for jump diffusion processes with infinite horizon. Automatica. ISSN 0005-1098. 49(7), p. 2267–2275. doi: 10.1016/j.automatica.2013.04.011. Full text in Research Archive
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Agram, Nacira & Øksendal, Bernt (2013). Infinite horizon optimal control of forward-backward stochastic differential equations with delay. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. doi: 10.1016/j.cam.2013.04.048. Full text in Research Archive
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Øksendal, Bernt & Zhang, Tusheng (2012). Backward stochastic differential equations with respect to general filtrations and applications to insider finance. Communications on Stochastic Analysis. ISSN 0973-9599. 6(4), p. 703–722. doi: 10.31390/cosa.6.4.13. Full text in Research Archive
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Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2012). Strategic insider trading equilibrium: A filter theory approach. Afrika Matematika. ISSN 1012-9405. 23(2), p. 145–162. doi: 10.1007/s13370-011-0026-x. Full text in Research Archive Show summary
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Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2012). Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. In Zhang, Tusheng & Zhou, Xunyu (Ed.), Stochastic Analysis and Applications to Finance. World Scientific. ISSN 978-981-4383-57-8.
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Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2012). Partially informed noise traders. Mathematics and Financial Economics. ISSN 1862-9679. 6(2), p. 93–104. doi: 10.1007/s11579-012-0075-4. Full text in Research Archive Show summary
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Meyer-Brandis, Thilo; Hu, Yaozhong; Øksendal, Bernt & Biagini, Francesca (2012). Insider trading equilibrium in a market with memory. Mathematics and Financial Economics. ISSN 1862-9679. 6, p. 229–247. doi: 10.1007/s11579-012-0065-6.
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Øksendal, Bernt (2020). A financial market with singular drift and no arbitrage.
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Øksendal, Bernt (2019). Introduction to White Noise Theory and Applications.
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Øksendal, Bernt (2019). Introduction to Stochastic Control Theory for Jump Diffusions.
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Øksendal, Bernt (2019). Introduction to Stochastic Control of Jump Diffusions, with Applications to Mathematical Finance.
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Øksendal, Bernt (2019). A financial market with a local time drift term and delay.
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Øksendal, Bernt (2019). Introduction to White Noise Theory and Applications.
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Øksendal, Bernt (2019). Introduction to Stochastic Control Theory for Jump Diffusions.
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Øksendal, Bernt (2019). A financial market with a local time drift term and delay.
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Øksendal, Bernt (2019). Introduction to Stochastic Control of Jump Diffusions, with Applications to Mathematical Finance.
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Øksendal, Bernt (2018). SPDEs with space - mean dynamics.
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Øksendal, Bernt (2018). Introduction to Stochastic Control and applications.
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Øksendal, Bernt (2018). Optimal control of stochastic Volterra equations.
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Øksendal, Bernt (2018). Optimal control of mean-field stochastic differential equations.
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Øksendal, Bernt (2018). Introduction to Stochastic Control with Applications.
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Øksendal, Bernt (2018). An Introduction to Stochastic Control, with Applications to Mathematical Finance.
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Øksendal, Bernt (2018). New approach to optimal control of stochastic Volterra equations.
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Øksendal, Bernt (2018). Model uncertainty stochastic mean-field control.
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Øksendal, Bernt (2018). Introduction to optimal stochastic control with inside information.
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Øksendal, Bernt (2018). Introduction to stochastic control with jump diffusions and applications to finance.
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Agram, Nacira & Øksendal, Bernt (2018). Correction to: Stochastic Control of Memory Mean-Field Processes. Applied Mathematics and Optimization. ISSN 0095-4616. 79(1), p. 205–206. doi: 10.1007/s00245-018-9483-z. Full text in Research Archive
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Øksendal, Bernt (2017). Optimal control of mean-field systems with memory.
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Øksendal, Bernt (2017). Optimal control of mean-field systems with memory.
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Øksendal, Bernt & Sulem, Agnès (2015). Applications of stochastic analysis. In Higham, Nicholas J. (Eds.), The Princeton Companion to Applied Mathematics. Princeton University Press. ISSN 978-0-691-15039-0. p. 319–327.
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Dahl, Kristina Rognlien & Øksendal, Bernt (2015). Singular recursive utility.
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Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2014). A comparison theorem for backward SPDEs with jumps.
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Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2014). A comparison theorem for backward SPDEs with jumps.
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Dahl, Kristina Rognlien; Øksendal, Bernt; Røse, Elin Engen & Mohammed, Salah-Eldin (2014). Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives.
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Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading in Continuous Time: A New Approach. Norges Handelshøyskole. Institutt for foretaksøkonomi. ISSN 1500-4066. Show summary
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Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading Equilibrium with a non-fiduciary market maker. Norges Handelshøyskole. Institutt for foretaksøkonomi. ISSN 1500-4066. Show summary
Published
Nov. 30, 2010 11:20 PM
- Last modified
Feb. 21, 2023 9:18 AM