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Stochastic partial differential equations driven by multiparameter fractional white noise 
Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng (Research report / Forskningsrapport, 1999)
Optimal consumption and portfolio with both fixed and proportional transaction costs 
Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 1999)
Optimal consumption and portfolio with both fixed and proportional transaction costs 
Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 1999)
Optimal portfolio in a fractional Black & Scholes market 
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 1999)
A WHITE NOISE APPROACH TO STOCHASTIC NEUMANN BOUNDARY VALUE PROBLEMS 
Holden, Helge; Øksendal, Bernt (Research report / Forskningsrapport, 1999)
Stochastic partial differential equations driven by multiparameter fractional white noise 
Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng (Research report / Forskningsrapport, 1999)
Optimal harvesting from interacting populations in a stochastic environment 
Lungu, Edward; Øksendal, Bernt (Research report / Forskningsrapport, 1999)
Optimal harvesting from interacting populations in a stochastic environment 
Lungu, Edward; Øksendal, Bernt (Research report / Forskningsrapport, 1999)
FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE 
Yaozhong, Hu; Øksendal, Bernt (Research report / Forskningsrapport, 1999)
Black & Scholes-formelen: En triumf for matematisk modellering i finans 
Øksendal, Bernt (Research report / Forskningsrapport, 1999)
 
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Date Issued
1999 (10)
Document TypeForskningsrapport (10)Author
Øksendal, Bernt (10)
Hu, Yaozhong (3)Sulem, Agnès (3)Lungu, Edward (2)Zhang, Tusheng (2)... View More
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