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 0 156
Bank Debt Regulations Implications for Bank Capital and Bond Risk 0 0 0 58 1 2 4 188
Continuous Monitoring: Look before You Leap 0 0 0 21 0 0 0 119
Credit Spreads and Incomplete Information 0 0 0 55 1 1 1 162
Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund 0 0 0 30 0 0 0 113
Optimal Portfolio Choice and Investment in Education 0 0 0 86 0 1 2 243
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 57 0 1 1 213
Total Working Papers 0 0 0 371 2 5 8 1,194

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 1 1 65 0 3 3 148
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 0 1 47 2 2 5 131
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 0 126
Continuous Monitoring: Does Credit Risk Vanish? 1 0 0 0 0 0 0 0 12
Credit risk and asymmetric information: A simplified approach 0 1 4 38 1 3 9 136
DO DIVIDEND FLOWS AFFECT STOCK RETURNS? 0 0 0 7 0 0 0 20
Defined Contribution Based Pension Plans 0 0 0 1 0 1 1 12
How do asset encumbrance and debt regulations affect bank capital and bond risk? 0 0 1 29 1 1 4 146
Human capital investment and optimal portfolio choice 0 0 0 44 0 0 0 127
Index trading and portfolio risk 0 0 0 8 0 2 2 41
Institutional spending policies: implications for future asset values and spending 0 0 0 4 0 0 1 32
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 6 0 0 1 42
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 0 12
Pricing of multi-period rate of return guarantees 0 0 0 28 0 0 1 94
Pricing of multi-period rate of return guarantees: The Monte Carlo approach 0 0 0 54 0 0 0 138
Relative Guarantees 0 0 0 34 0 1 1 103
Relative Guarantees 0 0 0 8 0 0 0 61
Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies 0 0 0 12 1 1 1 42
Risk protection from risky collateral: Evidence from the euro bond market 0 0 0 10 0 0 0 61
Risk-Based Pre-Funding of Guaranty Funds in Life Insurance 0 0 0 12 0 0 0 96
Understanding bull and bear ETFs 0 0 0 21 0 0 1 95
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates 0 0 0 20 0 1 2 56
Total Journal Articles 0 2 7 576 5 15 32 2,178

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Statistics updated 2025-03-03