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 0 64 2 4 8 164
Bank Debt Regulations Implications for Bank Capital and Bond Risk 0 0 0 58 3 6 11 198
Continuous Monitoring: Look before You Leap 0 0 0 21 4 6 7 126
Credit Spreads and Incomplete Information 0 0 0 55 2 7 9 170
Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund 0 0 0 30 1 2 5 118
Optimal Portfolio Choice and Investment in Education 0 0 0 86 1 4 7 250
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 57 2 5 8 221
Total Working Papers 0 0 0 371 15 34 55 1,247

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 9 1 1 1 28
A Monte Carlo approach for the American put under stochastic interest rates 0 0 0 65 3 3 4 152
A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates 0 0 3 54 5 6 9 222
A note on a barrier exchange option: The world's simplest option formula? 0 0 0 28 0 2 3 90
A note on capital asset pricing and heterogeneous taxes 0 1 1 48 2 6 14 143
Are taxes sufficient for CAPM rejection? 0 0 0 10 3 3 4 51
Backdating executive stock options--An ex ante valuation 0 0 0 13 5 12 13 139
Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund 0 0 0 2 3 9 11 16
Collateral affects return risk: evidence from the euro bond market 0 0 0 3 4 7 9 46
Continuous Monitoring: Does Credit Risk Vanish? 1 0 0 0 0 1 2 4 16
Credit risk and asymmetric information: A simplified approach 0 0 0 38 2 2 6 141
DO DIVIDEND FLOWS AFFECT STOCK RETURNS? 0 0 1 8 2 2 7 27
Defined Contribution Based Pension Plans 0 0 0 1 2 5 5 17
Discontinuous Hedging Strategies for Multi‐period Guarantees in Life Insurance 0 0 0 1 2 3 3 6
How do asset encumbrance and debt regulations affect bank capital and bond risk? 0 0 0 29 1 7 10 155
Human capital investment and optimal portfolio choice 0 0 1 45 0 4 13 140
Index trading and portfolio risk 0 0 1 9 3 5 6 47
Instantaneous caps and floors on the short-rate 0 0 0 0 3 3 6 6
Institutional spending policies: implications for future asset values and spending 0 0 0 4 0 3 3 35
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 6 2 5 8 50
Optimal information acquisition for a linear quadratic control problem 0 0 0 13 4 4 4 77
Pricing American exchange options in a jump‐diffusion model 0 0 0 4 2 2 3 15
Pricing of multi-period rate of return guarantees 0 0 0 28 5 7 8 102
Pricing of multi-period rate of return guarantees: The Monte Carlo approach 0 0 0 54 3 6 6 144
Relative Guarantees 0 0 0 34 2 3 4 107
Relative Guarantees 0 0 0 8 1 2 3 64
Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies 0 0 0 12 2 3 6 47
Risk protection from risky collateral: Evidence from the euro bond market 0 0 0 10 1 1 2 63
Risk-Based Pre-Funding of Guaranty Funds in Life Insurance 1 1 1 13 3 7 9 105
Trade‐Off Theory for Dual Holders 0 0 2 2 1 5 15 15
Understanding bull and bear ETFs 0 0 0 21 4 4 4 99
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates 0 0 0 20 4 5 5 61
Total Journal Articles 1 2 10 592 76 139 208 2,426

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Statistics updated 2026-02-12