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)

Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals. - Knut K. Aase (Ann. Oper. Res., 2002)

An anticipative linear filtering equation. - Knut K. Aase; Terje Bjuland; Bernt Øksendal (Syst. Control. Lett., 2011)