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 0 0 7 164
Bank Debt Regulations Implications for Bank Capital and Bond Risk 0 0 1 59 0 0 14 203
Continuous Monitoring: Look before You Leap 0 0 0 21 0 1 11 130
Credit Spreads and Incomplete Information 0 0 0 55 0 3 14 176
Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund 0 0 0 30 0 0 6 120
Optimal Portfolio Choice and Investment in Education 0 0 0 86 0 0 8 252
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 57 0 1 16 231
Total Working Papers 0 0 1 372 0 5 76 1,276

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 0 0 5 32
A Monte Carlo approach for the American put under stochastic interest rates 0 0 0 65 0 0 7 155
A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates 0 0 3 55 0 2 20 234
A note on a barrier exchange option: The world's simplest option formula? 0 0 0 28 0 0 6 93
A note on capital asset pricing and heterogeneous taxes 0 0 1 48 0 2 11 146
Are taxes sufficient for CAPM rejection? 0 0 0 10 1 2 9 56
Backdating executive stock options--An ex ante valuation 0 0 0 13 0 0 21 148
Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund 0 1 1 3 1 3 19 25
Collateral affects return risk: evidence from the euro bond market 0 0 0 3 1 3 13 51
Continuous Monitoring: Does Credit Risk Vanish? 1 0 0 0 0 1 1 8 21
Credit risk and asymmetric information: A simplified approach 0 0 0 38 0 0 5 144
DO DIVIDEND FLOWS AFFECT STOCK RETURNS? 0 0 1 8 0 1 8 30
Defined Contribution Based Pension Plans 0 0 0 1 0 0 7 19
Discontinuous Hedging Strategies for Multi‐period Guarantees in Life Insurance 0 0 0 1 0 0 5 8
How do asset encumbrance and debt regulations affect bank capital and bond risk? 0 0 1 30 0 1 11 158
Human capital investment and optimal portfolio choice 0 1 1 46 2 6 20 153
Index trading and portfolio risk 0 0 0 9 1 1 10 52
Instantaneous caps and floors on the short-rate 0 0 0 0 0 0 7 8
Institutional spending policies: implications for future asset values and spending 0 0 0 4 0 0 5 37
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 6 0 2 13 55
Optimal information acquisition for a linear quadratic control problem 0 0 0 13 0 1 8 81
Pricing American exchange options in a jump‐diffusion model 0 0 0 4 0 0 4 16
Pricing of multi-period rate of return guarantees 0 0 0 28 0 0 10 104
Pricing of multi-period rate of return guarantees: The Monte Carlo approach 0 0 0 54 1 1 8 146
Relative Guarantees 0 0 0 8 0 0 5 67
Relative Guarantees 0 0 0 34 0 0 7 110
Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies 0 0 0 12 0 2 10 52
Risk protection from risky collateral: Evidence from the euro bond market 0 0 0 10 1 1 4 65
Risk-Based Pre-Funding of Guaranty Funds in Life Insurance 0 0 2 14 0 0 9 107
Trade‐Off Theory for Dual Holders 0 0 1 3 1 1 10 19
Understanding bull and bear ETFs 0 0 1 22 0 0 8 103
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates 0 0 0 20 2 3 9 65
Total Journal Articles 0 2 12 599 12 33 302 2,560

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Statistics updated 2026-08-07