Kristin Reikvam

Publication Activity (10 Years)

Years Active: 2001-2003
Publications (10 Years): 0

Publications

Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam
A semilinear Black and Scholes partial differential equation for valuing American options. Finance Stochastics 7 (3) (2003)
Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution. Finance Stochastics 5 (4) (2001)
Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach. Finance Stochastics 5 (3) (2001)