Knut K. Aase

Publication Activity (10 Years)

Years Active: 2000-2011
Publications (10 Years): 0

Publications

Knut K. Aase, Terje Bjuland, Bernt Øksendal
An anticipative linear filtering equation. Syst. Control. Lett. 60 (7) (2011)
Knut K. Aase
Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals. Ann. Oper. Res. 114 (1-4) (2002)
Knut K. Aase, Bernt Øksendal, Nicolas Privault, Jan Ubøe
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance. Finance Stochastics 4 (4) (2000)