Bernt Oksendal

University of Oslo - Department of Mathematics

P.O. Box 1053

Blindern, N-0162, Os

Norway

  • University of Oslo - Department of Mathematics

    • Email
    • Tel: +47-2285 5913
    • Fax: +47-2285 4349
SCHOLARLY PAPERS

11

DOWNLOADS

939

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Scholarly Papers (11)

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1.

Deep Learning and Stochastic Mean-Field Control for a Neural Network Model

Downloads 270 (175,117)

Deep Learning and Stochastic Mean-Field Control for a Neural Network Model

Number of pages: 20 Posted: 23 Jul 2020
Nacira Agram, Azzeddine Bakdi and Bernt Oksendal
Linnaeus University - International Center for Mathematical Modelling in Physics and Cognitive, University of Oslo and University of Oslo - Department of Mathematics
Downloads 139 (318,352)

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Deep learning, neural network, mean-field control

Deep Learning and Stochastic Mean-Field Control for a Neural Network Model

Number of pages: 22 Posted: 19 Oct 2020
Nacira Agram, Azzeddine Bakdi and Bernt Oksendal
Linnaeus University - International Center for Mathematical Modelling in Physics and Cognitive, University of Oslo and University of Oslo - Department of Mathematics
Downloads 131 (333,481)

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Deep learning, neural network, mean-field, stochastic control

2.

Strategic Insider Trading Equilibrium: A Forward Integration Approach

NHH Dept. of Finance & Management Science Discussion Paper No. 2007/24
Number of pages: 28 Posted: 05 Dec 2007
Knut K. Aase, Terje Bjuland and Bernt Oksendal
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Finance and University of Oslo - Department of Mathematics
Downloads 219 (214,662)
Citation 1

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Insider trading, asymmetric information, equilibrium, strategic trade, filtering theory, forward integration

3.

Stochastic Stackelberg Equilibria with Applications to Time Dependent Newsvendor Models

NHH Dept. of Finance & Management Science Discussion Paper No. 2011/9
Number of pages: 38 Posted: 28 May 2011
Bernt Oksendal, Leif Kristoffer Sandal and Jan Uboe
University of Oslo - Department of Mathematics, Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 98 (407,998)
Citation 3

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Stochastic differential games, newsvendor model, delayed information, Ito-Levy processes

4.

Insider Trading with Partially Informed Traders

NHH Dept. of Finance & Management Science Discussion Paper No. 2011/21
Number of pages: 17 Posted: 15 Nov 2011
Knut K. Aase, Terje Bjuland and Bernt Oksendal
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Finance and University of Oslo - Department of Mathematics
Downloads 92 (425,143)
Citation 2

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Insider trading, asymmetric information, strategic trade, correlated trade, partially informed noise traders

5.

Strategic Insider Trading Equilibrium: A Filter Theory Approach

NHH Dept. of Finance & Management Science Discussion Paper No. 2010/9
Number of pages: 24 Posted: 13 Sep 2010
Knut K. Aase, Terje Bjuland and Bernt Oksendal
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Finance and University of Oslo - Department of Mathematics
Downloads 67 (510,154)
Citation 3

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Insider trading, equilibrium, strategic trade, linear filter theory, innovation equation

6.

Deep Learning for Solving Initial Path Optimization of Mean-Field Systems With Memory

Number of pages: 24 Posted: 16 Jun 2022
Nacira Agram, Maroua Grid, Omar Kebiri and Bernt Oksendal
KTH Royal Institute of Technology, affiliation not provided to SSRN, Free University of Berlin (FUB) - Department of Mathematics and Computer Science and University of Oslo - Department of Mathematics
Downloads 49 (590,706)

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7.

Deep Learning for Quadratic Hedging in Incomplete Jump Market

Number of pages: 32 Posted: 03 Mar 2023
Nacira Agram, Bernt Oksendal and Jan Rems
KTH Royal Institute of Technology, University of Oslo - Department of Mathematics and University of Ljubljana
Downloads 44 (617,084)

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Option pricing, Incomplete market, Equivalent martingale measure, Merton model, Deep learning, LSTM

8.

An Anticipative Linear Filtering Equation

NHH Dept. of Finance & Management Science Discussion Paper No. 2010/8
Number of pages: 11 Posted: 13 Sep 2010
Knut K. Aase, Terje Bjuland and Bernt Oksendal
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Finance and University of Oslo - Department of Mathematics
Downloads 44 (617,084)
Citation 3

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Anticipative linear filter equation, enlargement of filtration, insider trading

9.

Strategic Insider Trading Equilibrium With a Non-Fiduciary Market Maker

NHH Dept. of Business and Management Science Discussion Paper No. 2019/2
Number of pages: 46 Posted: 29 Aug 2019 Last Revised: 12 Dec 2019
Knut K. Aase and Bernt Oksendal
Norwegian School of Economics (NHH) - Department of Business and Management Science and University of Oslo - Department of Mathematics
Downloads 33 (682,604)

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Insider Trading, Asymmetric Information, Strategic Trade, Price Distortion, Non-Fiduciary Market Maker, Bid-Ask Spread, Linear Filtering Theory, Innovation Equation

10.

Strategic Insider Trading in Continuous Time: A New Approach

NHH Dept. of Business and Management Science Discussion Paper No. 2019/3
Number of pages: 31 Posted: 30 Aug 2019
Knut K. Aase and Bernt Oksendal
Norwegian School of Economics (NHH) - Department of Business and Management Science and University of Oslo - Department of Mathematics
Downloads 23 (753,827)
Citation 1

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insider trading, asymmetric information, strategic trade, filtering theory, forward integration

11.

White Noise Generalizations of the Clark-Haussmann-Ocone Theorem with Application to Mathematical Finance

Posted: 17 Nov 2000
Knut K. Aase, Bernt Oksendal, Nicolas Privault and Jan Uboe
Norwegian School of Economics (NHH) - Department of Business and Management Science, University of Oslo - Department of Mathematics, Université de la Rochelle and Norwegian School of Economics (NHH) - Department of Business and Management Science

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