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)

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)

A semilinear Black and Scholes partial differential equation for valuing American options. - Fred E. Benth; Kenneth H. Karlsen; Kristin Reikvam (Finance Stochastics, 2003)