no 1 January
ISBN 82-553-1330-3
|
F. Biagini, B. Øksendal |
Minimal variance hedging for
fractional Brownian motion.
|
no 2 February
ISBN 82-553-1331-1
|
Y. Hu, B. Øksendal, T. Zhang |
General fractional multiparameter
white noise theory and
stochastic partial differential equations.
|
no 3 February
ISBN 82-553-1333-8
|
N. Chr. Framstad |
Non-robustness with respect to intervention
costs in optimal control.
|
no 4 February
ISBN 82-553-1334-6
|
N. Chr. Framstad |
Arrow-Mangasarian sufficient conditions
for controlled
semimartingales.
|
no 5 March
ISBN 82-553-1334-6
|
G. Di Nunno |
Random Fields Evolution: non-anticipating
integration and differentiation.
|
no 6 March
ISBN 82-553-1337-0
|
F.E. Benth and A. Løkka |
Anticipative calculus for Lévy
processes and stochastic differential equations.
|
no 7 March
ISBN 82-553-1338-9
|
G. Di Nunno, B. Øksendal, F. Proske |
White Noise Analysis for
Lévy Processes.
|
no 8 April
ISBN 82-553-1339-7
|
R. Ile |
Deformation Theory of Rank 1 maximal
Cohen-Macaulay Modules on
Hypersurface Singularities and the Scandinavian Complex.
|
no 9 May
ISBN 82-553-1341-9
|
L.O. Dahl |
An Adaptive Method for Evaluating
Multidimensional
Contingent Claims. Part I.
|
no 10 May
ISBN 82-553-1342-7
|
L.O. Dahl |
An Adaptive Method for Evaluating
Multidimensional Contingent
Claims. Part II.
|
no 11 May
ISBN 82-553-1343-5
|
F.E. Benth, L.O. Dahl, K.H. Karlsen |
On derivatives of claims in commodity and energy
markets using a Malliavin approach.
|
no 12 June
ISBN 82-553-1344-3
|
B. Øksendal, F. Proske |
White Noise of Poisson Random Measures.
|
no 13 July
ISBN 82-553-1345-1
|
G. Di Nunno |
Some Versions of the Fundamental
Theorem of Asset Pricing.
|
no 14 August
ISBN 82-553-1347-8
|
A. Løkka, F.N. Proske |
Infinite dimensional analysis of
pure jump Lévy processes on the Poisson space.
|
no 15 August
ISBN 82-553-1348-6
|
I. Chr. Borge |
A cohomological approach to the modular isomorphism
problem.
|
no 16 August
ISBN 82-553-1349-4
|
N. Chr. Framstad |
Arbitrage, fractional Brownian motion, and
transaction costs.
no 17 October
ISBN 82-553-1352-4
|
F. Biagini, B. Øksendal |
A general stochastic calculus approach to
insider trading.
Previous revision - September 2004. Last revision - February 2005.
|
no 18 November
ISBN 82-553-1354-0
|
A. Løkka, B. Øksendal, F. Proske |
Stochastic Partial Differential Equations driven by Lévy
Space-Time White Noise.
|
no 19 November
ISBN 82-553-1357-5
|
I. Chr. Borge, O.A. Laudal |
The modular isomorphism problem.
|
| no 20 December
ISBN 82-553-1359-1
|
O.A. Laudal |
Time-space and Space-times.
|
no 21 December
ISBN 82-553-1360-5
|
O.A. Laudal |
The structure of Simp<∞
(A) for finitely generated k-algebras A.
|