Access Statistics for Snorre Lindset

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on a Barrier Exchange Option: The World’s Simplest Option Formula? 0 0 1 64 0 0 2 156
Bank Debt Regulations Implications for Bank Capital and Bond Risk 0 0 0 58 1 1 7 164
Continuous Monitoring: Look before You Leap 0 0 0 21 0 0 0 119
Credit Spreads and Incomplete Information 0 0 0 55 0 0 0 161
Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund 0 0 0 29 0 0 0 111
Optimal Portfolio Choice and Investment in Education 0 0 0 85 0 0 3 239
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 57 0 0 0 212
Total Working Papers 0 0 1 369 1 1 12 1,162


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets 0 0 1 9 0 0 1 26
A Monte Carlo approach for the American put under stochastic interest rates 0 0 0 64 0 0 1 145
A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates 0 0 0 51 0 0 0 213
A note on a barrier exchange option: The world's simplest option formula? 0 0 0 28 0 0 0 87
A note on capital asset pricing and heterogeneous taxes 0 1 1 46 0 2 2 126
Are taxes sufficient for CAPM rejection? 0 0 0 10 0 0 0 47
Backdating executive stock options--An ex ante valuation 0 0 0 13 0 0 2 125
Continuous Monitoring: Does Credit Risk Vanish? 1 0 0 0 0 0 0 4 11
Credit risk and asymmetric information: A simplified approach 0 0 0 31 0 2 5 123
DO DIVIDEND FLOWS AFFECT STOCK RETURNS? 1 1 3 4 1 1 6 17
Defined Contribution Based Pension Plans 0 0 0 1 0 1 1 11
How do asset encumbrance and debt regulations affect bank capital and bond risk? 0 0 1 28 3 5 19 131
Human capital investment and optimal portfolio choice 0 0 0 42 0 0 0 125
Index trading and portfolio risk 0 0 0 8 0 1 2 39
Institutional spending policies: implications for future asset values and spending 0 0 0 3 0 0 0 28
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 6 0 0 0 41
Optimal information acquisition for a linear quadratic control problem 0 0 0 13 0 0 0 73
Pricing American exchange options in a jump‐diffusion model 0 0 0 4 0 0 1 12
Pricing of multi-period rate of return guarantees 0 0 1 28 0 0 1 93
Pricing of multi-period rate of return guarantees: The Monte Carlo approach 0 0 0 54 0 0 2 138
Relative Guarantees 0 0 0 34 0 0 0 101
Relative Guarantees 0 0 0 8 0 0 4 60
Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies 0 0 2 12 0 0 3 39
Risk protection from risky collateral: Evidence from the euro bond market 0 0 0 10 0 0 0 60
Risk-Based Pre-Funding of Guaranty Funds in Life Insurance 0 0 0 12 0 0 2 94
Understanding bull and bear ETFs 0 0 0 21 0 0 1 94
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates 0 0 0 20 0 0 0 54
Total Journal Articles 1 2 9 560 4 12 57 2,113


Statistics updated 2022-12-04