The following pages link to Kristin Reikvam (Q218409):
Displaying 11 items.
- (Q1769397) (redirect page) (← links)
- A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence (Q1769398) (← links)
- A semilinear Black and Scholes partial differential equation for valuing American options (Q1775998) (← links)
- A connection between singular stochastic control and optimal stopping (Q1879297) (← links)
- (Q2741095) (← links)
- A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS (Q3523596) (← links)
- Viscosity solutions of optimal stopping problems (Q4385261) (← links)
- Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type (Q4409028) (← links)
- Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs (Q4796603) (← links)
- Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach (Q5950461) (← links)
- Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution (Q5957680) (← links)
