Nils Christian Framstad

Associate Professor - Department of Economics
Image of Nils Christian Framstad
Norwegian version of this page
Phone +47-22855151
Fax +47-22850535
Room ES1243
Available hours Spring 2017: Tue 1215-13 (after lecture), Wed 1415-15 (ditto)
Username
Visiting address Moltke Moes vei 31 Eilert Sundts hus blokk B 0851 OSLO
Postal address Postboks 1095 Blindern 0317 OSLO

Academic Interests

Stochastic optimization with applications

Teaching

Previously also lectured

Background

  • Associate Professor, Department of economics, University of Oslo, 2007
  • Senior advisor, The Financial Supervisory Authority of Norway, 20022007 (and 2007)
  • Dr. scient (PhD equivalent) (applied and industrial mathematics), Department of mathematics (Research Council funded), University of Oslo, 2002

 

Tags: Economics, Mathematics, Money Credit and Finance, Resources Energy and Environment

Publications

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  • Framstad, Nils Christian & Harstad, Bård Gjul (2017). Conservation Contracts for Exhaustible Resources .
  • Framstad, Nils Christian (2015). Revisiting some results and counterexamples in stochastic portfolio optimization.
  • Framstad, Nils Christian (2014). The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model .
  • Framstad, Nils Christian (2014). The effect of small intervention costs on the optimal extraction of dividends or of renewable resources.
  • Framstad, Nils Christian (2013). Portfolio theory for a class of non-symmetric heavy-tailed distributions, and applicability to insurance.
  • Framstad, Nils Christian (2011). Some cases of Ross-type portfolio separation – α-stable, α-symmetric and pseudo-isotropic distributions, with generalizations.
  • Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (2005). Errata corrige: "Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance". Journal of Optimization Theory and Applications.  ISSN 0022-3239.  124(2), s 511- 512 . doi: 10.1007/s10957-004-0949-6
  • Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (2001). A Sufficient Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance.
  • Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (1999). Optimal Consumption and Portfolio in a Jump Diffusion Market .
  • Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (1999). Optimal Consumption and Portfolio in a Jump Diffusion Market with proportional transaction costs.

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Published Oct. 1, 2010 5:06 PM - Last modified Jan. 31, 2017 12:14 PM