Bernt Øksendal

Professor Emeritus - Department of Mathematics

CV

List of Publications

 

Tags: Mathematics, Stochastic analysis and finance and insurance and risk, Global South

Publications

  • 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), s 450- 468 . doi: 10.1137/18M1174787
  • Agram, Nacira; Hilbert, Astrid & Øksendal, Bernt (2019). Singular control of SPDEs with space-mean dynamics. Mathematical Control and Related Fields.  ISSN 2156-8472.
  • 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. . doi: 10.1080/17442508.2019.1635600
  • Agram, Nacira & Øksendal, Bernt (2019). Model uncertainty stochastic mean-field control. Stochastic Analysis and Applications.  ISSN 0736-2994.  37(1), s 36- 56 . doi: 10.1080/07362994.2018.1499036 Full text in Research Archive.
  • 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.
  • 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), s 101- 119 . doi: 10.1016/j.jmaa.2019.02.065
  • Draouil, Olfa & Øksendal, Bernt (2019). Viable insider markets. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508. . doi: 10.1080/17442508.2019.1612895
  • 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.
  • Agram, Nacira; Hilbert, Astrid & Øksendal, Bernt (2018). SPDEs with Space-Mean Dynamics. arXiv.org.  ISSN 2331-8422.
  • Agram, Nacira; Hu, Yaozhong & Øksendal, Bernt (2018). Mean-field backward stochastic differential equations and applications. arXiv.org.  ISSN 2331-8422.
  • 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), s 1850014-1- 1850014-21 . doi: 10.1142/S0219025718500145 Full text in Research Archive.
  • Agram, Nacira & Øksendal, Bernt (2018). Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon. arXiv.org.  ISSN 2331-8422.
  • Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2018). Optimal control of forward-backward stochastic Volterra equations, In  Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume.  European Mathematical Society Publishing House.  ISBN 978-3-03719-186-6.  Artikkel 3.  s 3 - 36
  • 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.  ISSN 2095-9672. . doi: 10.1186/s41546-018-0033-z
  • 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.  ISSN 2095-9672.
  • 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.
  • 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), s 559- 584 . doi: 10.1007/s10957-018-1243-3
  • Hu, Yaozhong & Øksendal, Bernt (2018). Linear Volterra backward stochastic integral equations. Stochastic Processes and their Applications.  ISSN 0304-4149.  129(2), s 626- 633 . doi: 10.1016/j.spa.2018.03.016
  • Øksendal, Bernt; Biagini, Francesca; Meyer-Brandis, Thilo & Paczka, Krzysztof Jaroslaw (2018). Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk.  ISSN 2095-9672. . doi: 10.1186/s41546-018-0033-z
  • Øksendal, Bernt; Sulem, Agnès & Dumitrescu, Roxana (2018). Stochastic control of general mean-field SPDEs with jumps. Journal of Optimization Theory and Applications.  ISSN 0022-3239.  176(3), s 559- 584
  • Agram, Nacira & Øksendal, Bernt (2017). Stochastic control of memory mean-field processes. Applied Mathematics and Optimization.  ISSN 0095-4616.  s 1- 24 . doi: 10.1007/s00245-017-9425-1 Full text in Research Archive.
  • Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2017). New approach to optimal control of stochastic Volterra integral equations. arXiv.org.  ISSN 2331-8422.  s 1- 22 . doi: 10.1080/17442508.2018.1557186
  • Dahl, Kristina Rognlien & Øksendal, Bernt (2017). Singular recursive utility. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508.  89(6-7), s 994- 1014 . doi: 10.1080/17442508.2017.1303067 Full text in Research Archive.
  • Hu, Yaozhong; Øksendal, Bernt & Sulem, Agnes Biacobroda (2017). Singular mean-field control games. Stochastic Analysis and Applications.  ISSN 0736-2994.  35(5), s 823- 851 . doi: 10.1080/07362994.2017.1325745 Full text in Research Archive.
  • Øksendal, Bernt & Røse, Elin Engen (2017). A white noise approach to insider trading, In Takeyuki Hida & Ludwig Streit (ed.),  Let Us Use White Noise.  World Scientific.  ISBN 978-981-3220-93-5.  Kapittel 6.  s 191 - 204 Full text in Research Archive. Show summary
  • Agram, Nacira & Øksendal, Bernt (2016). Model Uncertainty Stochastic Mean-Field Control. arXiv.org.  ISSN 2331-8422.
  • Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2016). Optimal control of forward-backward stochastic Volterra equations. arXiv.org.  ISSN 2331-8422.
  • Alvarez, Luis H.; Lungu, Edward & Øksendal, Bernt (2016). Optimal multi-dimensional stochastic harvesting with density-dependent prices. Afrika Matematika.  ISSN 1012-9405.  27(3), s 427- 442 . doi: 10.1007/s13370-015-0357-0 Full text in Research Archive.
  • 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), s 289- 329 . doi: 10.1016/j.jfa.2016.04.031 Full text in Research Archive.
  • Draouil, Olfa & Øksendal, Bernt (2016). Optimal insider control and semimartingale decompositions under enlargement of filtration. Stochastic Analysis and Applications.  ISSN 0736-2994.  34(6), s 1045- 1056 . doi: 10.1080/07362994.2016.1200989 Full text in Research Archive.
  • 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.
  • Øksendal, Bernt & Sulem, Agnès (2016). Dynamic robust duality in utility maximization. Applied Mathematics and Optimization.  ISSN 0095-4616.  s 1- 31 . doi: 10.1007/s00245-016-9329-5 Full text in Research Archive.
  • Øksendal, Bernt & Sulem, Agnès (2016). Optimal control of predictive mean-field equations and applications in finance, In Fred Espen Benth & Giulia Di Nunno (ed.),  Stochastics of Environmental and Financial Economics.  Springer Science+Business Media B.V..  ISBN 978-3-319-23424-3.  Part II: Applications.
  • 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, s 301- 320 . doi: 10.1007/978-3-319-23425-0_12 Full text in Research Archive. Show summary
  • Øksendal, Bernt; Sulem, Agnes Biacobroda & Zhang, Tusheng (2016). A stochastic HJB equation for optimal control of forward-backward SDEs, In Mark Podolskij; Robert Stelzer; Steen Thorbjørnsen & Almut E. D. Veraart (ed.),  The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen.  Springer Science+Business Media B.V..  ISBN 978-3-319-25824-9.  Kapittel 20.  s 435 - 446 Show summary
  • Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2016). A stochastic HJBI equation for optimal control of forward-backward SDEs, In Mark Podolskij; Robert Stelzer; Steen Thorbjørnsen & Almut E. D. Veraart (ed.),  The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen.  Springer Science+Business Media B.V..  ISBN 978-3-319-25824-9.  In Honour of Ole E. Barndorff-Nielsen on his 80th Birthday.
  • 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), s 1070- 1094 . doi: 10.1007/s10957-015-0753-5 Full text in Research Archive.
  • 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), s 365- 421 . doi: 10.1007/s40304-015-0065-y Full text in Research Archive.
  • Øksendal, Bernt & Sulem, Agnès (2015). Applications of stochastic analysis, In Nicholas J. Higham (ed.),  The Princeton Companion to Applied Mathematics.  Princeton University Press.  ISBN 978-0-691-15039-0.  Part IV: Areas of Applied Mathematics.
  • Øksendal, Bernt & Sulem, Agnes Biacobroda (2015). Risk minimization in financial markets modeled by Itô-Lévy processes. Afrika Matematika.  ISSN 1012-9405.  26(5-6), s 939- 979 . doi: 10.1007/s13370-014-0248-9 Full text in Research Archive.
  • Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2015). A comparison theorem for backward SPDEs with jumps, In Zhen-Qing Chen (ed.),  Festscrift Masatoshi Fukushima.  World Scientific.  ISBN 978-9814596527.  In Honor of Masatoshi Fukushima's Sanju.
  • 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, s 336- 349 . doi: 10.1016/j.cam.2013.04.048 Full text in Research Archive.
  • 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.  (3) Full text in Research Archive.
  • 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. Full text in Research Archive.
  • 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, s 213- 226 . doi: 10.1239/jap/1417528477 Full text in Research Archive.
  • 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), s 22- 55 . doi: 10.1007/s10957-012-0166-7 Full text in Research Archive.
  • 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), s 1- 15 Full text in Research Archive.
  • 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), s 464- 486 . doi: 10.1287/moor.2013.0602 Full text in Research Archive.
  • 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), s 2499- 2522 . doi: 10.1137/120882809 Full text in Research Archive.
  • 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, s 2499- 2522 . doi: 10.1137/120882809
  • 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. Full text in Research Archive.
  • 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), s 85- 97 . doi: 10.1080/17442508.2011.652116 Full text in Research Archive.
  • Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2013). Maximum principles for jump diffusion processes with infinite horizon. Automatica.  ISSN 0005-1098.  49(7), s 2267- 2275 . doi: 10.1016/j.automatica.2013.04.011 Full text in Research Archive.
  • 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), s 18- 32
  • 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), s 1284- 1299 . doi: 10.1016/j.jedc.2013.02.010 Full text in Research Archive.
  • 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. Full text in Research Archive.
  • 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. Full text in Research Archive.
  • Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2012). Partially informed noise traders. Mathematics and Financial Economics.  ISSN 1862-9679.  6(2), s 93- 104 . doi: 10.1007/s11579-012-0075-4 Full text in Research Archive. Show summary
  • Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2012). Strategic insider trading equilibrium: A filter theory approach. Afrika Matematika.  ISSN 1012-9405.  23(2), s 145- 162 . doi: 10.1007/s13370-011-0026-x Full text in Research Archive. Show summary
  • Agram, Nacira; Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2012). A MAXIMUM PRINCIPLE FOR INFINITE HORIZON DELAY EQUATIONS. Preprint series (Universitetet i Oslo. Matematisk institutt).  ISSN 0806-2439.  4 Full text in Research Archive.
  • Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2012). Maximum principles for jump diffusion processes with infinite horizon. Preprint series (Universitetet i Oslo. Matematisk institutt).  ISSN 0806-2439.  April(3) Full text in Research Archive.
  • 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, s 229- 247
  • Meyer-Brandis, Thilo; Øksendal, Bernt & Zhou, Xunyu (2012). A mean-field stochastic maximum principle via Malliavin calculus. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508.  84(5-6), s 643- 666 . doi: 10.1080/17442508.2011.651619
  • Øksendal, Bernt & Sulem, Agnes (2012). Singular stochastic control and optimal stopping with partial information of itô-lévy processes. SIAM Journal of Control and Optimization.  ISSN 0363-0129.  50(4), s 2254- 2287 . doi: 10.1137/100793931 Full text in Research Archive.
  • Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2012). Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs, In Tusheng Zhang & Xunyu Zhou (ed.),  Stochastic Analysis and Applications to Finance.  World Scientific.  ISBN 978-981-4383-57-8.  Artikkel.
  • Øksendal, Bernt & Ta, An Thi Kieu (2012). A maximum principle for stochastic differential games with g-expectations and partial information. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508.  84(2-3), s 137- 155 . doi: 10.1080/17442508.2010.532875 Full text in Research Archive.
  • 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), s 703- 722 Full text in Research Archive.
  • Aase, Knut Kristian; Bjuland, Terje & Øksendal, Bernt (2011). An anticipative linear filtering equation. Systems & control letters (Print).  ISSN 0167-6911.  60(7), s 468- 471 . doi: 10.1016/j.sysconle.2011.04.001
  • Aase, Knut Kristian; Bjuland, Terje & Øksendal, Bernt (2011). Insider trading with partially informed traders. Preprint series (Universitetet i Oslo. Matematisk institutt).  ISSN 0806-2439.  (16) Full text in Research Archive.
  • Baghery, Fouzia; Haadem, Sven; Turpin, Isabella & Øksendal, Bernt (2011). Optimal stopping and stochastic control differential games for jump diffusions. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508. . doi: 10.1080/17442508.2011.652116
  • Di Nunno, Giulia; Pamen, Olivier Menoukeu; Øksendal, Bernt & Proske, Frank Norbert (2011). A general maximum principle for anticipative stochastic control and applications to insider trading, In Giulia Di Nunno & Bernt Øksendal (ed.),  Advanced Mathematical Methods for Finance.  Springer.  ISBN 978-3-642-18411-6.  Chapter.  s 181 - 221
  • Di Nunno, Giulia; Øksendal, Bernt; Menoukeu Pamen, Olivier & Proske, Frank Norbert (2011). Uniqueness of Decompositions of Skorohod-Semimartingales. Infinite Dimensional Analysis Quantum Probability and Related Topics.  ISSN 0219-0257.  14(1), s 15- 24 . doi: 10.1142/S0219025711004274
  • Federico, Salvatore & Øksendal, Bernt (2011). Optimal stopping of stochastic differential equations with delay driven by Lévy noise. Potential Analysis.  ISSN 0926-2601.  34(2), s 181- 198 . doi: 10.1007/s11118-010-9187-8
  • Øksendal, Bernt; Aase, Knut & Bjuland, Terje (2011). Strategic insider trading equilibrium: A filter theory approach. Afrika Matematika.  ISSN 1012-9405.  23(2), s 145- 162 . doi: 10.1007/s13370-011-0026-x Show summary

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  • Di Nunno, Giulia & Øksendal, Bernt (ed.) (2011). Advanced Mathematical Methods for Finance. Springer.  ISBN 978-3-642-18411-6.  536 s.
  • Di Nunno, Giulia & Øksendal, Bernt (ed.) (2011). Advanced Mathematical Methods for Finance. Springer.  ISBN 978-3-642-18411-6.  536 s.

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  • Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading Equilibrium with a non-fiduciary market maker. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 2. Show summary
  • Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading in Continuous Time: A New Approach. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 3. Show summary
  • Agram, Nacira & Øksendal, Bernt (2018). Correction to: Stochastic Control of Memory Mean-Field Processes. Applied Mathematics and Optimization.  ISSN 0095-4616.  79(1), s 205- 206 . doi: 10.1007/s00245-018-9483-z
  • Øksendal, Bernt (2018). An Introduction to Stochastic Control, with Applications to Mathematical Finance.
  • Øksendal, Bernt (2018). Introduction to Stochastic Control and applications.
  • Øksendal, Bernt (2018). Introduction to Stochastic Control with Applications.
  • Øksendal, Bernt (2018). Introduction to optimal stochastic control with inside information.
  • Øksendal, Bernt (2018). Introduction to stochastic control with jump diffusions and applications to finance.
  • Øksendal, Bernt (2018). Model uncertainty stochastic mean-field control.
  • Øksendal, Bernt (2018). New approach to optimal control of stochastic Volterra equations.
  • Øksendal, Bernt (2018). Optimal control of mean-field stochastic differential equations.
  • Øksendal, Bernt (2018). Optimal control of stochastic Volterra equations.
  • Øksendal, Bernt (2018). SPDEs with space - mean dynamics.
  • Øksendal, Bernt (2017). Optimal control of mean-field systems with memory.
  • Øksendal, Bernt (2017). Optimal control of mean-field systems with memory.
  • Dahl, Kristina Rognlien & Øksendal, Bernt (2015). Singular recursive utility.
  • Øksendal, Bernt & Sulem, Agnès (2015). Applications of stochastic analysis, In Nicholas J. Higham (ed.),  The Princeton Companion to Applied Mathematics.  Princeton University Press.  ISBN 978-0-691-15039-0.  IV.14.  s 319 - 327
  • Dahl, Kristina Rognlien; Øksendal, Bernt; Røse, Elin Engen & Mohammed, Salah-Eldin (2014). Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives.
  • Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2014). A comparison theorem for backward SPDEs with jumps.
  • Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2014). A comparison theorem for backward SPDEs with jumps.
  • Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2011). Insider trading with partially informed traders. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 21. Show summary
  • Biagini, Francesca; Meyer-Brandis, Thilo; Hu, Yaozhong & Øksendal, Bernt (2011). Insider trading equilibrium in a market with memory. Preprint series (Universitetet i Oslo. Matematisk institutt). 2011/7. Full text in Research Archive.
  • Øksendal, Bernt (2011). Mathematics and Finance: The Black-Scholes Option Pricing Formula and Beyond. Preprint series: Pure mathematics. 11. Full text in Research Archive.
  • Øksendal, Bernt; Sandal, Leif Kristoffer & Ubøe, Jan (2011). Stochastic Stackelberg equilibria with applications to time dependent newsvendor models. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 9. Show summary

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Published Nov. 30, 2010 11:20 PM - Last modified Oct. 1, 2018 2:38 PM

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