Nils Christian Framstad
Associate Professor
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Postal address:
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Department of Economics
University of Oslo
P.O. Box 1095, Blindern
NO-0317 Oslo, Norway |
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Visiting address:
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Eilert Sundt Building
(Reception: Room 1240)
Moltke Moes vei 31
NO-0851 Oslo, Norway |
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Room:
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1133 |
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Hours available:
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See current course website |
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Phone:
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+47 2285 5151, +47 2285 5127 (reception) |
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Fax:
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+47 2285 5035 |
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Email:
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n.c.framstad@econ.uio.no
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Teaching and tutoring
Mathematics
This semester: ECON4120 Mathematics 2: Calculus and linear algebra
Special fields
Applied stochastic analysis
Selected publications
- Framstad, N. C., Optimal stochastic control and non-depletion of a renewable resource under Hindy-Huang style intertemporal substitution, in B.S. Jensen and T. Palokangas (eds.), Stochastic Economic Dynamics, 2007, CBS Press
- Framstad, N. C., Arrow-Mangasarian sufficient conditions for controlled semimartingales, Stochastic Analysis and Applications 24(5), 2006, 929–938
- Framstad, N. C., "Arbitrage with the ordinary chain rule", Finance Letters 2(6), 2004
- Framstad, N. C., Coherent portfolio separation – inherent systemic risk?, International Journal of Theoretical and Applied Finance 7(7), 2004, 909–917
- Framstad, N. C., A. Sulem and B. Øksendal, Sufficient stochastic maximum principle for optimal control of jump diffusions and applications to finance, Journal of Optimization Theory and Applications 121(1), 2004, 77–98
- Framstad, N. C., Non-robustness with respect to intervention costs in optimal control, Stochastic Analysis and Applications 22(2), 2004, 333–340
- Framstad, N. C., "Optimal harvesting of a jump diffusion population and the effect of jump uncertainty", SIAM Journal On Control and Optimization 42(4), 2003, 1451–1465
- Framstad, N. C., A. Sulem and B. Øksendal, Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs, Journal of Mathematical Economics 35(2), 2001, 233–257
- Framstad, N. C., "On portfolio separation in the Merton problem with bankruptcy or default", in Albeverio, De Monvel and Ouerdiane (eds.), Proceedings of the International Conference on Stochastic Analysis and Applications, 2001, Hammamet, 245–260
- Framstad, N. C., A. Sulem and B. Øksendal, Optimal consumption and portfolio in a jump diffusion market, in A. Shiryaev and A. Sulem (eds.), Workshop on Mathematical Finance , 1998, INRIA, Paris
Listings in databases
Unit: Økonomisk, webmaster@econ.uio.no
Document created: 08.08.2007, modified: 05.10.2007Manage this document