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Mean-reverting values and irreversible decisions

Bjerksund, Petter; Stensland, Gunnar - 1993

Persistent link: https://www.econbiz.de/10000920996

Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet

Bjerksund, Petter; Stensland, Gunnar - 1995

Persistent link: https://www.econbiz.de/10000925602

Implementation of the Black-Derman-Toy interest rate model

Bjerksund, Petter; Stensland, Gunnar - 1995

Persistent link: https://www.econbiz.de/10000925604

A simple self-enforced dynamic contract for natural resource use : an adverse selection approach

Bjerksund, Petter; Stensland, Gunnar - 1994

Persistent link: https://www.econbiz.de/10000904269

American exchange options and a put-call transformation

Bjerksund, Petter; Stensland, Gunnar - 1992

Persistent link: https://www.econbiz.de/10000879786

Implementation of the Black-Derman-Toy interest rate model

Bjerksund, Petter - In: The journal of fixed income 6 (1996) 2, pp. 67-75

Persistent link: https://www.econbiz.de/10001208581

Valuation and risk management in the Norwegian electricity market

Bjerksund, Petter (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001624529

A self-enforced dynamic contract for processing of natural resources

Bjerksund, Petter; Stensland, Gunnar - In: Project flexibility, agency, and competition : new …, (pp. 109-127). 2000

Persistent link: https://www.econbiz.de/10001680684

Gas Storage Valuation : Price Modelling v. Optimization Methods

Bjerksund, Petter; Stensland, Gunnar; Vagstad, Frank - 2008

The existence of a financial gas market motivates the analysis of gas storage as a separate asset, using the market value context for utilization and valuation. In the recent literature, gas storage is typically analysed within a framework with a simple one-factor price dynamics that is solved...

Persistent link: https://www.econbiz.de/10014047125

Valuation and risk management in the Norwegian Electricity market

Bjerksund, Petter; Rasmussen, Heine; Stensland, Gunnar - In: Energy, natural resources and environmental economics, (pp. 167-185). 2010

Persistent link: https://www.econbiz.de/10008651617