| dc.date.accessioned | 2016-12-21T14:53:41Z | |
| dc.date.available | 2016-12-21T14:53:41Z | |
| dc.date.created | 2016-12-20T12:56:22Z | |
| dc.date.issued | 2016 | |
| dc.identifier.uri | http://hdl.handle.net/10852/53311 | |
| dc.language | EN | |
| dc.publisher | Universitetet i Oslo | |
| dc.relation.haspart | Chapter 2 Pricing of claims in discrete time with partial information. By Kristina Rognlien Dahl. Published in Applied Mathematics & Optimization October 2013, Volume 68, Issue 2, pp 145-155. | |
| dc.relation.haspart | Chapter 3 A convex duality approach for pricing contingent claims under partial information and short selling constraints. By Kristina Rognlien Dahl. Published in Stochastic Analysis and Applications 2016. The chapter is removed from the thesis in DUO due to publisher restrictions. | |
| dc.relation.haspart | Chapter 4 Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage. By Kristina Rognlien Dahl and Espen Stokkereit. Published in Afrika Matematika 2016, Volume 27, Issue 3, pp 555-572. | |
| dc.relation.haspart | Chapter 5 Singular recursive utility By Kristina R. Dahl and Bernt Øksendal. To be published. The chapter is removed from the thesis in DUO awaiting publishing. | |
| dc.relation.haspart | Chapter 6 Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. By Kristina Rognlien Dahl, S.-E. A. Mohammed, B. Øksendal and E. E. Røse. The chapter is removed from the thesis in DUO due to publisher restrictions. | |
| dc.relation.haspart | Chapter 7 Forward backward stochastic differential equation games with delay and noisy memory. By Kristina Rognlien Dahl. To be published. The chapter is removed from the thesis in DUO awaiting publishing. | |
| dc.relation.haspart | Chapter 8 A numerical method for solving stochastic differential equations with noisy memory. By Kristina Rognlien Dahl. To be published. The chapter is removed from the thesis in DUO awaiting publishing. | |
| dc.title | Information and Memory in Stochastic Optimal Control | |
| dc.type | Doctoral thesis | |
| dc.creator.author | Dahl, Kristina Rognlien | |
| cristin.unitcode | 185,15,13,35 | |
| cristin.unitname | Stokastisk analyse, finans, forsikring og risiko | |
| cristin.ispublished | true | |
| cristin.fulltext | postprint | |
| dc.identifier.cristin | 1415626 | |
| dc.identifier.pagecount | 218 | |
| dc.identifier.urn | URN:NBN:no-56553 | |
| dc.type.document | Doktoravhandling | |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/53311/4/PhD-Dahl-DUO.pdf | |