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Publications by Bernt Oksendal

Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes

Mathematical Finance

Applied Mathematics

Social Sciences

English

Partial Information Linear Quadratic Control for Jump Diffusions

SIAM Journal on Control and Optimization

Applied Mathematics

English

$R(X)$ as a Dirichlet Algebra and Representation of Orthogonal Measures by Differentials.

Mathematica Scandinavica

English

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