Kristin Reikvam

Available identifiers

zbMath Open reikvam.kristinMaRDI QIDQ218409

List of research outcomes

Publication	Date of Publication	Type
A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS	2008-09-03	Paper
A semilinear Black and Scholes partial differential equation for valuing American options	2005-05-20	Paper
A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence	2005-03-21	Paper
A connection between singular stochastic control and optimal stopping	2004-09-22	Paper
Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type	2003-08-25	Paper
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution	2002-03-13	Paper
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs	2002-01-01	Paper
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach	2001-12-12	Paper
https://portal.mardi4nfdi.de/entity/Q2741095	2001-11-18	Paper
Viscosity solutions of optimal stopping problems	1999-05-26	Paper

Research outcomes over time

This page was built for person: Kristin Reikvam