Bernt Oksendal

University of Oslo - Department of Mathematics

P.O. Box 1053

Blindern, N-0162, Os

Norway

SCHOLARLY PAPERS

11

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495

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7

CROSSREF CITATIONS

11

Scholarly Papers (11)

1.

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 195 (168,868)
Citation 1

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

2.

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 78 (334,803)
Citation 1

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

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 73 (347,738)
Citation 3

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

4.

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 58 (391,734)
Citation 3

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

5.

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 32 (494,443)
Citation 3

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Anticipative linear filter equation, enlargement of filtration, insider trading

6.

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

Mathematical Finance, Vol. 13, pp. 55-72, 2003
Number of pages: 18 Posted: 20 Mar 2003
University of Oslo - Department of Mathematics, University of Oslo - Department of Mathematics, University of Oslo - Department of Mathematics, University of Oslo - Department of Mathematics and University of Oslo - Department of Mathematics
Downloads 28 (515,172)
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Incomplete Markets, Minimal Variance Hedging, Levy Processes, Stochastic Derivatives, Chaos Expansions, Clark-Haussmann-Ocone Theorem

7.

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 13 (608,635)

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

8.

The Value of Information in Stochastic Control and Finance

Australian Economic Papers, Vol. 44, No. 4, pp. 352-364, December 2005
Number of pages: 13 Posted: 07 Jan 2006
Bernt Oksendal
University of Oslo - Department of Mathematics
Downloads 13 (608,635)
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9.

Deep learning and stochastic mean-field control for a neural network model

Number of pages: 20
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
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Deep learning, neural network, mean-field control

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 1 (702,493)
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

Finance and Stochastics, Vol. 4, No. 4
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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