Advanced Mathematical Methods for Finance

Published 2011

Malliavin Calculus for Lévy Processes with Applications to Finance

by Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank
Published 2009

Stochastic Analysis and Applications : The Abel Symposium 2005

Published 2007

Stochastic Calculus for Fractional Brownian Motion and Applications

by Biagini, Francesca, Hu, Yaozhong, Øksendal, Bernt, Zhang, Tusheng
Published 2008

Applied Stochastic Control of Jump Diffusions

by Øksendal, Bernt, Sulem, Agnès
Published 2007

Applied Stochastic Control of Jump Diffusions

by Øksendal, Bernt, Sulem, Agnès
Published 2005