S
Zodix
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Inbox
Notes
Write
Learn
Alerts
More
Ask your library
Notifications
Quick cite
Review
Search or jump to…
⌘K
Bernt Øksendal · Study
Home
/
Author
Bernt Øksendal
6 works
· latest 2008
· 1 institutions
cluster: provisional
Follow
Claim this profile
h-index
6
i10
6
Citations
1,377
Works here
6
00
01
02
07
08
Most cited in this library
Applied Stochastic Control of Jump Diffusions
2007 · 598 citations
Malliavin Calculus for Lévy Processes with Applications to Finance
2008 · 459 citations
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
2002 · 185 citations
Stochastic Partial Differential Equations driven by Lévy Space-Time White Noise
2002 · 57 citations
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control
2000 · 46 citations
Works
6 shown
Malliavin Calculus for Lévy Processes with Applications to Finance
Springer eBooks
·
2008
·
3 authors
·
book
459
citations
Applied Stochastic Control of Jump Diffusions
Springer eBooks
·
2007
·
2 authors
·
book
598
citations
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
SIAM Journal on Control and Optimization
·
2002
·
2 authors
·
Open access
185
citations
Stochastic Partial Differential Equations driven by Lévy Space-Time White Noise
NORA - Norwegian Open Research Archives
·
2002
·
3 authors
·
report
·
Open access
57
citations
Optimal consumption and portfolio in a jump diffusion market
NORA - Norwegian Open Research Archives
·
2001
·
3 authors
·
report
·
Open access
32
citations
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control
NORA - Norwegian Open Research Archives
·
2000
·
3 authors
·
report
·
Open access
46
citations