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Bernt Øksendal | Researchclopedia

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Bernt Øksendal

University of Oslo ORCID

354

Works

20,455

Citations

52

h-index

125

i10-index

Research Topics

Stochastic processes and financial applications Economic theories and models Financial Risk and Volatility Modeling

Affiliations

California Institute of Technology1985–1985

Institut national de recherche en informatique et en automatique2001–2015

École Polytechnique2003–2009

University of California, Los Angeles1980–1987

OsloMet – Oslo Metropolitan University2005–2011

Top Works

Stochastic Differential Equations: An Introduction with Applications.

Saul Jacka,Bernt Øksendal

19874,082 citations

Insurance, Mortality, Demography, Risk Management

Risk and Portfolio Optimization

Stochastic Differential Equations

Bernt Øksendal

20033,020 citations

Stochastic Differential Equations

Bernt Øksendal

20031,957 citations

Stochastic Calculus for Fractional Brownian Motion and Applications

Francesca Biagini,Yaozhong Hu,et al.

20081,068 citations

Applied Stochastic Control of Jump Diffusions

Bernt Øksendal,Agnès Sulem

2005904 citations

Stochastic Differential Equations

Bernt Øksendal

1998701 citations

Malliavin Calculus for Lévy Processes with Applications to Finance

Giulia Di Nunno,Bernt Øksendal,et al.

2008479 citations

FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE

Yaozhong Hu,Bernt Øksendal

2003463 citations

Stochastic Differential Equations

Bernt Øksendal

1995382 citations