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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
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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
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Credit spreads and incomplete information
Lindset, Snorre (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003691427
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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/10003570611
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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
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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
Cover Image
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
Cover Image
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/10007607089
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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
Cover Image
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