Knut K. Aase

According to our database, Knut K. Aase authored at least 3 papers between 2000 and 2011.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2011

An anticipative linear filtering equation.

Knut K. Aase, Terje Bjuland, Bernt Øksendal

Syst. Control. Lett., 2011

2002

Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals.

Knut K. Aase

Ann. Oper. Res., 2002

2000

White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance.

Knut K. Aase, Bernt Øksendal, Nicolas Privault, Jan Ubøe

Finance Stochastics, 2000