PREPRINT SERIES 2001

Pure Mathematics

no 1     January ISBN 82-553-1276-5	D. Lefèvre, B. Øksendal, A. Sulem	An introduction to optimal consumption with partial observation.
no 2     January ISBN 82-553-1277-3	L.H.R. Alvarez, E. Lungu, B. Øksendal	Optimal Multi-Dimensional Stochastic Harvesting with Density-dependent Prices.
no 3     January ISBN 82-553-1280-3	N.Chr. Framstad	Jump uncertainty versus Brownian noise in stochastic optimal harvesting models.
no 4     February ISBN 82-553-1281-1	A. Øksendal	Pricing user time contracts in elspot forward markets.
no 5     February ISBN 82-553-1283-8	L.O. Dahl, F.E. Benth	Valuation of Asian basket options with quasi-Monte Carlo techniques and singular value decomposition.
no 6     February ISBN 82-553-1284-6	A. Iliev, K. Ranestad	Canonical curves and varieties of sums of powers of cubic polynomials.
no 7 March ISBN 82-553-1285-4	F.E. Benth, K.H. Karlsen, K. Reikvam	Merton's portfolio optimization problem in a Black & Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type.
no 8 March ISBN 82-553-1286-2	L.O. Dahl, F.E. Benth	Fast Evaluation of the Asian Basket Option by Singular Value Decomposition.
no 9 March ISBN 82-553-1287-0	I. Elsanousi, B. Larssen	Optimal consumption under partial observations for a stochastic system with delay.
no 10 May ISBN 82-553-1288-9	N.Chr. Framstad	Portfolio separation without stochastic calculus (almost).
no 11 May ISBN 82-553-1289-7	N.Chr. Framstad	A remark on bankruptcy and default in the Merton problem.
no 12 May ISBN 82-553-1290-0	G. Di Nunno	On Stochastic Derivative.
no 13 May ISBN 82-553-1291-9	Y. Hu, B. Øksendal, D.M. Salopek	Weighted Local Time for Fractional Brownian Motion and Applications to Finance.
no 14 June ISBN 82-553-1292-7	F.E. Benth, L. Ekeland, R. Hauge, B.F. Nielsen	On arbitrage-free pricing of forward contracts in energy markets.
no 15 June ISBN 82-553-1292-7	N.Chr. Framstad	Risk non-sharing with non-integrable -stable distributions.
no 16 June ISBN 82-553-1297-8	N.Chr. Framstad	A remark on non-depletion of a natural resource under intertemporal preferences.
no 17 July ISBN 82-553-1298-6	B. Øksendal	Optimal Control of Stochastic Partial Differential Equations.
no 18 September ISBN 82-553-1298-6	B. Øksendal, T. Zhang	On Backward Stochstic Partial Differential Equations.
no 19 September ISBN 82-553-1300-1	G. Di Nunno	Stochastic Integral Representations, Stochastic Derivatives and Minimal Variance Hedging.
no 20 September ISBN 82-553-1302-8	B. Larssen	Dynamic programming in stochastic control of systems with delay.
no 21 November ISBN 82-553-1311-7	A. Løkka	Martingale representation of functionals of Lévy processes.
no 22 November ISBN 82-553-1312-5	N. Chr. Framstad, B. Øksendal and A. Sulem	A Sufficient Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance.
no 23 November ISBN 82-553-1313-3	E. Bedos, G.J. Murhpy, L. Tuset	Amenability and Co-Amenability of Algebraic Quantum Groups.
no 24 November ISBN 82-553-1314-1	E. Bedos, G.J. Murhpy, L. Tuset	Amenability and Co-Amenability of Algebraic Quantum Groups II.
no 25 November ISBN 82-553-1316-8	Y. Hu, B. Øksendal, T. Zhang	Stochastic fractional potential theory.
no 26 November ISBN 82-553-1318-4	E. Bedos, R. Conti, L. Tuset	On amenability and co-amenability of algebraic quantum groups and their corepresentations.
no 27 November ISBN 82-553-1319-2	F.E. Benth, G. Di Nunno, A. Løkka, B. Øksendal, F. Proske	Explicit Representation of the Minimal Variance Portfolio in Markets driven by Lévy Processes.
no 28 November ISBN 82-553-1320-6	B. Larssen, N.H. Risebro	When are HJB-equations for control problems with stochastic delay equations finite dimensional?
no 29 December ISBN 82-553-1325-7	B. Larssen	The partially observed stochastic linear quadratic regulator: A direct approach.
no 30 December ISBN 82-553-1326-5	P. De Poi	3-folds of P5 with one apparent 4-tuple point.
no 31 December ISBN 82-553-1327-3	E. Carlini	Variety of simultaneous sums of powers for binary forms.
no 32 December ISBN 82-553-1328-1	S. Neshveyev, E. Størmer	Ergodic theory and maximal abelian subalgebras of the hyperfinite factor.