Snorre Lindset

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Credit risk and asymmetric information: a simplified approach
Journal of Economic Dynamics and Control
2018-11-01Paper
Backdating executive stock options -- an ex ante valuation
Journal of Economic Dynamics and Control
2011-11-24Paper
Continuous monitoring: does credit risk vanish?
ASTIN Bulletin
2009-12-22Paper
Optimal information acquisition for a linear quadratic control problem
European Journal of Operational Research
2009-12-07Paper
A Monte Carlo approach for the American put under stochastic interest rates
Journal of Economic Dynamics and Control
2009-05-18Paper
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach
European Journal of Operational Research
2007-12-10Paper
Pricing of multi-period rate of return guarantees: the Monte Carlo approach
Insurance Mathematics & Economics
2006-10-05Paper
Pricing of multi-period rate of return guarantees.
Insurance Mathematics & Economics
2004-02-14Paper


Research outcomes over time


This page was built for person: Snorre Lindset