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