Kristin Reikvam

According to our database, Kristin Reikvam authored at least 3 papers between 2001 and 2003.

Collaborative distances:

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

2003

A semilinear Black and Scholes partial differential equation for valuing American options.

Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam

Finance Stochastics, 2003

2001

Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution.

Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam

Finance Stochastics, 2001

Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach.

Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam

Finance Stochastics, 2001