Kristin Reikvam - Concepedia

Author

Kristin Reikvam

University of Oslo

Also Known As

K. Reikvam, KRISTIN REIKVAM, Kristin Reikvam

Publications

452

Citations

H-Index

Concepts

All Affiliations

University of Oslo University of Bergen Aarhus University

About

Kristin Reikvam is an author at University of Oslo specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	6	6	329
2	Finance	6	6	329
3	Economics	5	5	293
4	Management	3	3	187
5	Engineering	2	2	106

Kristin Reikvam

Publications

444

Citations

H-Index

Page 1

	Year	Citations
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam Finance and Stochastics Mathematical ProgrammingEconomicsPortfolio OptimizationAsset PricingViscosity Solution Approach	2001	114
Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam Mathematical Finance EngineeringStochastic AnalysisFinancial MathematicsAsset PricingOrnstein‐uhlenbeck Type	2003	66
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam Finance and Stochastics Mathematical ProgrammingEconomicsPortfolio OptimizationAsset PricingNon-gaussian Market	2001	63
Viscosity solutions of optimal stopping problems Kristin Reikvam Stochastics and stochastics reports Optimal Stopping ProblemsCalculus Of VariationValue FunctionVariational AnalysisPde-constrained Optimization	1998	59
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam Stochastics and stochastics reports Mathematical ProgrammingEngineeringInvestment-consumption ModelDynamic Programming EquationFinancial Mathematics	2002	40
A Connection between Singular Stochastic Control and Optimal Stopping Fred Espen Benth, Kristin Reikvam Applied Mathematics & Optimization Stochastic SystemStochastic ControlProcess ControlSingular Stochastic Control	2003	38
A semilinear Black and Scholes partial differential equation for valuing American options Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam Finance and Stochastics Option PricingCalculus Of VariationForeign Exchange OptionDerivative PricingBusiness	2003	36
A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam Interfaces and Free Boundaries Mathematical Analysis Computation and Applications	2004	18
A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam International Journal of Theoretical and Applied Finance EconomicsPortfolio OptimizationConsumption StrategiesAsset PricingPortfolio Selection	2001	10

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