| dc.date.accessioned | 2013-03-12T08:21:48Z | |
| dc.date.available | 2013-03-12T08:21:48Z | |
| dc.date.issued | 2011 | en_US |
| dc.date.submitted | 2011-04-08 | en_US |
| dc.identifier.citation | Rubtsov, Mark. Backward Stochastic Partial Differential Equations and their Applications in Financial Mathematics and Life Insurance. Doktoravhandling, University of Oslo, 2011 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10726 | |
| dc.language.iso | eng | en_US |
| dc.relation.haspart | Paper I / Chapter I Ta Thi Kieu Ana, Frank Proske & Mark Rubtsov: An SPDE Maximum Principle for Stochastic Differential Games under Partial Information with Application to Optimal Portfolios on Fixed Income Markets. Stochastics Volume 82, Issue 1, 2010, pp. 3-23. http://dx.doi.org/10.1080/17442500902723542 Also in: Preprint series. Pure mathematics, 2007:19, Dept. of Math./CMA University of Oslo, http://urn.nb.no/URN:NBN:no-23487 | |
| dc.relation.haspart | Paper II / Chapter II Ta Thi Kieu Ana, Frank Proske & Mark Rubtsov: Risk Indifference Pricing of Functional Claims of the Yield Surface in the Presence of Partial Information Preprint series. Pure mathematics, 2010:19, Dept. of Math./CMA University of Oslo, http://urn.nb.no/URN:NBN:no-28065 | |
| dc.relation.haspart | Paper III / Chapter III Paul C. Kettler, Frank Proske & Mark Rubtsov: Sensitivity with respect to the yield curve: Duration in a stochastic setting Preprint series. Pure mathematics, 2010:10, Dept. of Math./CMA University of Oslo, http://urn.nb.no/URN:NBN:no-28041 | |
| dc.relation.haspart | Paper IV / Chapter IV Mark Rubtsov: Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance Preprint series. Pure mathematics, 2010:20, Dept. of Math./CMA University of Oslo, http://urn.nb.no/URN:NBN:no-28066 | |
| dc.relation.haspart | Paper V / Chapter V Mark Rubtsov: Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance Preprint series. Pure mathematics, 2010:21, Dept. of Math./CMA University of Oslo, http://urn.nb.no/URN:NBN:no-28080 | |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-23487 | |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-28065 | |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-28041 | |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-28066 | |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-28080 | |
| dc.title | Backward Stochastic Partial Differential Equations and their Applications in Financial Mathematics and Life Insurance | en_US |
| dc.type | Doctoral thesis | en_US |
| dc.date.updated | 2012-03-10 | en_US |
| dc.creator.author | Rubtsov, Mark | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| cristin.unitcode | null | en_US |
| cristin.unitname | Matematikk | en_US |
| dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft.au=Rubtsov, Mark&rft.title=Backward Stochastic Partial Differential Equations and their Applications in Financial Mathematics and Life Insurance&rft.inst=University of Oslo&rft.date=2011&rft.degree=Doktoravhandling | en_US |
| dc.identifier.urn | URN:NBN:no-30356 | en_US |
| dc.type.document | Doktoravhandling | en_US |
| dc.identifier.duo | 115115 | en_US |
| dc.contributor.supervisor | Frank Proske, Fred Espen Benth, Bernt Øksendal | en_US |
| dc.identifier.bibsys | 120428385 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10726/2/dravhandling-rubtsov.pdf | |