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 6 162
Bank Debt Regulations Implications for Bank Capital and Bond Risk 0 0 0 58 3 5 9 195
Continuous Monitoring: Look before You Leap 0 0 0 21 2 3 3 122
Credit Spreads and Incomplete Information 0 0 0 55 5 5 7 168
Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund 0 0 0 30 0 2 4 117
Optimal Portfolio Choice and Investment in Education 0 0 0 86 3 4 7 249
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 57 1 4 7 219
Total Working Papers 0 0 0 371 16 27 43 1,232

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 0 27
A Monte Carlo approach for the American put under stochastic interest rates 0 0 0 65 0 1 3 149
A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates 0 0 3 54 1 1 4 217
A note on a barrier exchange option: The world's simplest option formula? 0 0 0 28 2 2 3 90
A note on capital asset pricing and heterogeneous taxes 1 1 1 48 3 5 12 141
Are taxes sufficient for CAPM rejection? 0 0 0 10 0 1 1 48
Backdating executive stock options--An ex ante valuation 0 0 0 13 5 7 8 134
Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund 0 0 0 2 5 7 8 13
Collateral affects return risk: evidence from the euro bond market 0 0 0 3 1 4 5 42
Continuous Monitoring: Does Credit Risk Vanish? 1 0 0 0 0 1 2 3 15
Credit risk and asymmetric information: A simplified approach 0 0 0 38 0 0 5 139
DO DIVIDEND FLOWS AFFECT STOCK RETURNS? 0 0 1 8 0 1 5 25
Defined Contribution Based Pension Plans 0 0 0 1 1 3 4 15
Discontinuous Hedging Strategies for Multi‐period Guarantees in Life Insurance 0 0 0 1 1 1 1 4
How do asset encumbrance and debt regulations affect bank capital and bond risk? 0 0 0 29 3 6 9 154
Human capital investment and optimal portfolio choice 0 0 1 45 3 5 13 140
Index trading and portfolio risk 0 0 1 9 2 2 4 44
Instantaneous caps and floors on the short-rate 0 0 0 0 0 1 3 3
Institutional spending policies: implications for future asset values and spending 0 0 0 4 3 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 6 48
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 13
Pricing of multi-period rate of return guarantees 0 0 0 28 2 2 3 97
Pricing of multi-period rate of return guarantees: The Monte Carlo approach 0 0 0 54 1 3 3 141
Relative Guarantees 0 0 0 8 1 1 2 63
Relative Guarantees 0 0 0 34 1 1 3 105
Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies 0 0 0 12 0 2 4 45
Risk protection from risky collateral: Evidence from the euro bond market 0 0 0 10 0 1 1 62
Risk-Based Pre-Funding of Guaranty Funds in Life Insurance 0 0 0 12 4 4 6 102
Trade‐Off Theory for Dual Holders 0 0 2 2 3 5 14 14
Understanding bull and bear ETFs 0 0 0 21 0 0 0 95
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates 0 0 0 20 1 1 2 57
Total Journal Articles 1 1 9 591 46 77 139 2,350

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Statistics updated 2026-01-09