Concepedia
Statistics
Publications
4
Citations
215
H-Index
Active since
2001
Affiliations
University of Oslo(Current)
Norwegian School of Economics
Institut national de recherche en sciences et technologies du numérique
Nils Christian Framstad is an author at University of Oslo specializing in business, asset pricing, and finance.
Top concepts
FinanceBusinessAsset PricingJump DiffusionsStochastic CalculusFinancial EngineeringPortfolio Optimization
Publications per year
2001–2011
Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance
Nils Christian Framstad, Bernt Øksendal, Agnès Sulem · Journal of Optimization Theory and Applications · 2004 · 154 citations
Optimal Control, Asset Pricing, Stochastic Calculus +7
Optimal consumption and portfolio in a jump diffusion market
Nils Christian Framstad, Bernt Øksendal, Agnès Sulem · Duo Research Archive (University of Oslo) · 2001 · 33 citations · Full text
Portfolio separation properties of the skew-elliptical distributions, with generalizations
Nils Christian Framstad · Statistics & Probability Letters · 2011 · 18 citations
Portfolio Optimization, Asset Pricing, Portfolio Separation Properties +3
Nils Christian Framstad, Bernt �ksendal, Agnès Sulem · Journal of Optimization Theory and Applications · 2005 · 10 citations
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