Working papers


  1. F. E. Benth, K. H. Karlsen, C. La Chioma: Lévy models for Heath--Jarrow--Morton interest rate dynamics and viscosity solutions of an infinite--dimensional integro--differential equation;
  2. E. R. Jakobsen, K. H. Karlsen, C. La Chioma: Error estimates for numerical schemes for integro-Hamilton-Jacobi-Bellman equations.