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Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach
Fleten, Stein-Erik; Lindset, Snorre - In: European journal of operational research : EJOR 185 (2008) 3, pp. 1680
Persistent link: https://www.econbiz.de/10007895481
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Pricing of multi-period rate of return guarantees
Lindset, Snorre - In: Insurance / Mathematics & economics 33 (2003) 3, pp. 629-644
Persistent link: https://www.econbiz.de/10006885230
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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) 6, pp. 545-564
Persistent link: https://www.econbiz.de/10007793410
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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/10007882602
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Pricing American exchange options in a jump-diffusion model
Lindset, Snorre - In: The journal of futures markets 27 (2007) 3, pp. 257-274
Persistent link: https://www.econbiz.de/10007590178
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A note on capital asset pricing and heterogeneous taxes
Eikseth, Hans Marius; Lindset, Snorre - In: Journal of banking & finance 33 (2009) 3, pp. 573-577
Persistent link: https://www.econbiz.de/10008161030
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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/10008253238
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Pricing of multi-period rate of return guarantees: The Monte Carlo approach
Bakken, Henrik; Lindset, Snorre; Olson, Lars Hesstvedt - In: Insurance / Mathematics & economics 39 (2006) 1, pp. 135-150
Persistent link: https://www.econbiz.de/10007286097
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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. 137-154
Persistent link: https://www.econbiz.de/10007099320
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A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets
Lindset, Snorre - In: The European journal of finance 12 (2006) 8, pp. 717-730
Persistent link: https://www.econbiz.de/10007384540