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 2 8 164
Bank Debt Regulations Implications for Bank Capital and Bond Risk 0 1 1 59 0 8 14 203
Continuous Monitoring: Look before You Leap 0 0 0 21 0 4 7 126
Credit Spreads and Incomplete Information 0 0 0 55 1 4 10 172
Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund 0 0 0 30 0 3 7 120
Optimal Portfolio Choice and Investment in Education 0 0 0 86 0 3 9 252
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 57 1 6 11 225
Total Working Papers 0 1 1 372 2 30 66 1,262

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 2 2 29
A Monte Carlo approach for the American put under stochastic interest rates 0 0 0 65 0 5 6 154
A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates 0 0 2 54 3 8 11 225
A note on a barrier exchange option: The world's simplest option formula? 0 0 0 28 2 2 5 92
A note on capital asset pricing and heterogeneous taxes 0 0 1 48 0 3 12 144
Are taxes sufficient for CAPM rejection? 0 0 0 10 0 4 5 52
Backdating executive stock options--An ex ante valuation 0 0 0 13 0 5 13 139
Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund 0 0 0 2 2 5 13 18
Collateral affects return risk: evidence from the euro bond market 0 0 0 3 0 4 9 46
Continuous Monitoring: Does Credit Risk Vanish? 1 0 0 0 0 0 1 4 16
Credit risk and asymmetric information: A simplified approach 0 0 0 38 3 5 7 144
DO DIVIDEND FLOWS AFFECT STOCK RETURNS? 0 0 1 8 1 3 8 28
Defined Contribution Based Pension Plans 0 0 0 1 0 3 6 18
Discontinuous Hedging Strategies for Multi‐period Guarantees in Life Insurance 0 0 0 1 0 3 4 7
How do asset encumbrance and debt regulations affect bank capital and bond risk? 0 0 0 29 0 1 9 155
Human capital investment and optimal portfolio choice 0 0 0 45 0 1 11 141
Index trading and portfolio risk 0 0 1 9 0 5 8 49
Instantaneous caps and floors on the short-rate 0 0 0 0 0 5 7 8
Institutional spending policies: implications for future asset values and spending 0 0 0 4 0 0 3 35
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach 0 0 0 6 3 5 11 53
Optimal information acquisition for a linear quadratic control problem 0 0 0 13 0 4 4 77
Pricing American exchange options in a jump‐diffusion model 0 0 0 4 0 2 3 15
Pricing of multi-period rate of return guarantees 0 0 0 28 0 5 8 102
Pricing of multi-period rate of return guarantees: The Monte Carlo approach 0 0 0 54 0 3 6 144
Relative Guarantees 0 0 0 34 0 2 4 107
Relative Guarantees 0 0 0 8 0 1 3 64
Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies 0 0 0 12 0 3 6 48
Risk protection from risky collateral: Evidence from the euro bond market 0 0 0 10 0 1 2 63
Risk-Based Pre-Funding of Guaranty Funds in Life Insurance 0 2 2 14 0 5 10 107
Trade‐Off Theory for Dual Holders 1 1 2 3 3 4 16 18
Understanding bull and bear ETFs 0 1 1 22 0 6 6 101
Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates 0 0 0 20 0 5 6 62
Total Journal Articles 1 4 10 595 18 111 228 2,461

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Statistics updated 2026-04-09