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 3 63 1 2 6 149
Bank Debt Regulations Implications for Bank Capital and Bond Risk 0 0 0 58 1 3 13 140
Continuous Monitoring: Look before You Leap 0 0 0 21 1 1 3 118
Credit Spreads and Incomplete Information 0 0 0 55 1 2 3 159
Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund 0 2 3 27 4 10 31 99
Optimal Portfolio Choice and Investment in Education 0 0 4 85 0 3 17 231
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 57 0 1 4 210
Total Working Papers 0 2 10 366 8 22 77 1,106


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 0 8 0 1 3 23
A Monte Carlo approach for the American put under stochastic interest rates 0 0 0 64 0 1 2 142
A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates 0 0 0 50 0 1 2 209
A note on a barrier exchange option: The world's simplest option formula? 0 0 0 28 0 1 2 86
A note on capital asset pricing and heterogeneous taxes 0 0 2 44 0 1 6 121
Are taxes sufficient for CAPM rejection? 0 0 0 10 0 1 2 46
Backdating executive stock options--An ex ante valuation 0 0 2 13 0 1 6 119
Continuous Monitoring: Does Credit Risk Vanish? 1 0 0 0 0 0 1 1 4
Credit risk and asymmetric information: A simplified approach 0 0 5 31 1 2 14 112
DO DIVIDEND FLOWS AFFECT STOCK RETURNS? 0 0 0 1 1 3 5 9
Defined Contribution Based Pension Plans 0 0 0 1 1 2 3 10
How do asset encumbrance and debt regulations affect bank capital and bond risk? 0 0 1 27 2 5 17 100
Human capital investment and optimal portfolio choice 0 0 0 42 2 6 6 123
Index trading and portfolio risk 0 0 0 8 0 1 4 32
Institutional spending policies: implications for future asset values and spending 0 0 0 3 1 4 6 27
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 6 1 2 5 41
Optimal information acquisition for a linear quadratic control problem 0 0 0 13 0 1 3 69
Pricing American exchange options in a jump‐diffusion model 0 0 0 4 0 1 1 9
Pricing of multi-period rate of return guarantees 2 2 3 26 2 3 7 89
Pricing of multi-period rate of return guarantees: The Monte Carlo approach 0 0 0 54 0 1 2 136
Relative Guarantees 0 0 0 33 0 1 1 98
Relative Guarantees 0 0 0 8 1 2 9 46
Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies 0 0 3 8 3 5 16 28
Risk protection from risky collateral: Evidence from the euro bond market 0 1 1 10 1 3 12 57
Risk-Based Pre-Funding of Guaranty Funds in Life Insurance 0 1 3 12 0 6 22 68
Understanding bull and bear ETFs 0 0 0 21 0 1 5 92
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates 0 0 0 20 0 1 1 54
Total Journal Articles 2 4 20 545 16 58 163 1,950


Statistics updated 2021-01-03