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2. Disagreement, speculation, and aggregate investment. (2016). Baker, Steven D ; Osambela, Emilio ; Hollifield, Burton.
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3. Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. (2015). Chabakauri, Georgy.
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4. Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (2015). Chabakauri, Georgy.
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5. Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (2015). Chabakauri, Georgy.
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6. Disaster Risk and Business Cycles. (2012). Gourio, Francois.
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8. Equilibrium open interest. (2010). Judd, Kenneth ; Leisen, Dietmar P. J., .
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9. Disasters Risk and Business Cycles. (2009). Gourio, Francois.
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10. Optimal portfolios when volatility can jump. (2008). Schlag, Christian ; Branger, Nicole ; Schneider, Eva.
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12. Pricing Rare Event Risk in Emerging Markets. (2006). Gallmeyer, Michael ; Dieckmann, Stephan.
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1. Recursive utility and jump-diffusions. (2025). Aase, Knut.
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2. Exploring Optimisation Strategies Under Jump-Diffusion Dynamics. (2025). Fraccarolo, Nicola ; di Persio, Luca.
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3. Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return. (2022). Hatemi-J, Abdulnasser ; El-Khatib, Youssef ; Hajji, Mohamed Ali.
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4. Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods. (2021). Hatemi-J, Abdulnasser ; Taha, Viyan.
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5. Optimal Risk Sharing in Society. (2021). Aase, Knut.
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6. Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (2021). Jin, Zhuo ; Li, Shuanming ; Liu, Guo.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:101:y:2021:i:pb:p:508-524.

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7. Household Lifetime Strategies under a Self-Contagious Market. (2021). Jin, Zhuo ; Li, Shuanming ; Liu, Guo.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:288:y:2021:i:3:p:935-952.

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8. Robust consumption and portfolio policies when asset prices can jump. (2019). Ait-Sahalia, Yacine ; Matthys, Felix.
   In: Journal of Economic Theory.
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9. Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return. (2019). Hatemi-J, Abdulnasser ; El-Khatib, Youssef ; Hajji, Mohamed Ali.
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10. An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles. (2018). Jarrow, Robert.
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11. Optimal Portfolio in Intraday Electricity Markets Modelled by L\evy-Ornstein-Uhlenbeck Processes. (2018). Vargiolu, Tiziano ; Piccirilli, Marco.
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12. The equity premium in a production economy; A new perspective involving recursive utility. (2015). Aase, Knut.
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13. Beyond the local mean-variance analysis in continuous time: The problem of non-normality. (2015). Lillestøl, Jostein ; Aase, Knut ; Lillestol, Jostein.
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14. Recursive utility and jump-diffusions. (2015). Aase, Knut.
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15. Portfolio selection: An alternative approach. (2015). Hatemi-J, Abdulnasser ; El-Khatib, Youssef.
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16. Portfolio Selection: A Review. (2014). Detemple, Jerome.
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17. Recursive utility and jump-diffusions. (2014). Aase, Knut.
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18. Mean–Variance portfolio selection in presence of infrequently traded stocks. (2014). Cerqueti, Roy ; Castellano, Rosella.
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19. Partial information about contagion risk, self-exciting processes and portfolio optimization. (2014). Meinerding, Christoph ; Branger, Nicole ; Kraft, Holger.
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20. Partial information about contagion risk, self-exciting processes and portfolio optimization. (2013). Meinerding, Christoph ; Kraft, Holger ; Branger, Nicole.
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21. Portfolio Choice in Markets with Contagion. (2012). Ait-Sahalia, Yacine ; Hurd, T. R..
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22. Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets. (2011). Prokopczuk, Marcel.
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23. Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility. (2007). Sennewald, Ken .
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24. Pricing Rare Event Risk in Emerging Markets. (2006). Gallmeyer, Michael ; Dieckmann, Stephan.
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25. “Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View. (2006). Wälde, Klaus ; Walde, Klaus ; Sennewald, Ken .
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26. Itos Lemma and the Bellman equation for Poisson processes: An applied view. (2005). Wälde, Klaus ; Walde, Klaus ; Sennewald, Ken .
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27. Itôs Lemma and the Bellman equation: An applied view. (2005). Wälde, Klaus ; Walde, Klaus ; Sennewald, Ken .
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28. Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility. (2005). Sennewald, Ken .
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29. The equilibrium allocation of diffusive and jump risks with heterogeneous agents. (2005). Gallmeyer, Michael ; Dieckmann, Stephan.
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30. A General Benchmark Model for Stochastic Jump Sizes. (2004). Platen, Eckhard ; Christensen, Morten.
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31. Optimal Portfolio and Consumption in a Switching Diffusion Market. (2004). Cajueiro, Daniel ; Yoneyama, Takashi.
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32. Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles. (2004). Aase, Knut.
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33. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre .
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34. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre .
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35. Option pricing with Levy Process. (2002). Benhamou, Eric.
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36. Systemic Risk and International Portfolio Choice. (2002). Uppal, Raman ; Das, Sanjiv.
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37. Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. (2001). Framstad, Nils ; Framstad, Nils Chr., ; Oksendal, Bernt ; Sulem, Agnes.
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38. Dynamic Asset Allocation with Event Risk. (2001). pan, jun ; LIU, JUN ; Longstaff, Francis.
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39. Utility Maximization and Duality. (2000). Leitner, Johannes.
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40. A 2 DIMENSIONAL PDE FOR DISCRETE ASIAN OPTIONS. (2000). Benhamou, Eric ; Duguet, Alexandre .
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41. Optimal portfolios for logarithmic utility. (2000). Goll, Thomas ; Kallsen, Jan.
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42. An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis. (2000). Aase, Knut.
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43. Pricing Excess-of-Loss Reinsurance Contracts against Cat as trophic Loss. (1999). Phillips, Richard ; Cummins, David ; Lewis, Christopher.
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44. Stability for multidimensional jump-diffusion processes. (1999). Wee, In-Suk .
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45. Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss. (1998). Phillips, Richard ; Cummins, John ; Lewis, Christopher M..
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46. COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON. (1987). Akgiray, Vedat ; Booth, Geoffrey G..
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