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Optimal information acquisition for a linear quadratic control problem

Lindset, Snorre; Lund, Arne-Christian; Matsen, Egil - In: European journal of operational research : EJOR 199 (2009) 2, pp. 435-441

Persistent link: https://www.econbiz.de/10003867273

Credit risk and asymmetric information : a simplified approach

Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne - In: Journal of economic dynamics & control 39 (2014), pp. 98-112

Persistent link: https://www.econbiz.de/10010388826

A Monte Carlo approach for the American put under stochastic interest rates

Lindset, Snorre; Lund, Arne-Christian - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1081-1105

Persistent link: https://www.econbiz.de/10003443353

A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates

Lindset, Snorre; Lund, Arne-Christian - In: The European journal of finance 13 (2007) 5/6, pp. 545-564

Persistent link: https://www.econbiz.de/10003570611

Credit spreads and incomplete information

Lindset, Snorre (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003691427

Credit Spreads and Incomplete Information

Lindset, Snorre - 2011

Credit spreads and default policy are analyzed in a structural model. Agents have incomplete information about the company's EBIT process and observe it with time delays. When all agents observe the state variable with the same delay, it has a minor effect on credit spreads and default policy....

Persistent link: https://www.econbiz.de/10012714160

Institutional spending policies : implications for future asset values and spending

Lindset, Snorre; Matsen, Egil - In: Financial markets and portfolio management 32 (2018) 1, pp. 53-76

Persistent link: https://www.econbiz.de/10011951790

Inferring a biopolitical consensus view of stochastic dynamics for management of a transboundary fishery

MacDonald, Alexander David; Sandal, Leif K.; Little, L. … - In: Natural resource modeling : the official journal of the … 17 (2004) 4, pp. 467-487

Persistent link: https://www.econbiz.de/10002644972

Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates

Lindset, Snorre - In: Journal of multinational financial management 15 (2005) 2, pp. 137-153

Persistent link: https://www.econbiz.de/10002687219

Relative guarantees

Lindset, Snorre - In: The Geneva papers on risk and insurance theory 29 (2004) 2, pp. 187-209

Persistent link: https://www.econbiz.de/10002455261

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