Browsing Department of Mathematics by Author "Reikvam, Kristin"
Now showing items 1-5 of 5
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A Note on Portfolio Management under non-Gaussian Logreturns
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin (Department of Applied Mathematics report, Research report, 2000-02) -
A Note on Portfolio oprimization in a levy Market with local Substitution and habit formation
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin (Department of Applied Mathematics report, Research report, 2000-05) -
On the existence of optimal controls for a singular stochastic control problem in finance.
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin (Department of Applied Mathematics report, Research report, 2000-11) -
Optimal Portfolio management Rules in a Non-Gaussian Market with Durability and intertemporal Substitution
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin (Department of Applied Mathematics report, Research report, 2000-05) -
Portfolio Optimization in a Lévy Market with Intertemporal Substitution and Transaction Costs
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin (Department of Applied Mathematics report, Research report, 2000-05)