Arne-Christian Lund

E-mail:

Arne-Christian.Lund@nhh.no

Telephone:

+47 55 95 92 57

Fax:

+47 55 95 93 20

Title:

Post Doctorate, Dr. oecon., NHH 2005

Nationality:

Norwegian

Teaching languages:

Norwegian, English

• Electricity Markets

• Stochastic Analysis

• Control Theory

• Financial Instruments

• Resource Economics Modelling

• Stochastic Modelling Approaches in Economics & Finance, NHH 2005

• Optimal information acquisition for a linear quadratic control problem, European Journal of Operational Research, 2009, 199(2), 435-441 (with Snorre Lindset and Egil Matsen).

• A Monte Carlo approach for the American put under stochastic interest rates, Journal of Economic Dynamics and Control, 2007, 31(4), 1081-1105 (with Snorre Lindset).

• A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates, European Journal of Finance, 2007, 13(6), 545-564 (with Snorre Lindset).

• Is There a Need for an Industry Standard for Capital Guaranteed Products? Journal of Wealth Management, 2005, 8(1), 63-72 (with Marthe Lie and Snorre Lindset).

• Inferring a biopolitical consensus view of stochastic dynamics for management of a transboundary fishery. Natural Resource Modeling, 2004, 17(3), 317-337 (with A. David McDonald, Leif K. Sandal, L. Richard Little and Stein I. Steinshamn).

• A stochastic feedback model for optimal management of namibian Sardine. In Namibia's fisheries: ecological, economic and social aspects, Eburon Academic Publishers, 2004, pp. 245-265 (with Stein I. Steinshamn and Leif K. Sandal).

• Garantibonus III, et bankinnskudd med «aksjeavkastning». Praktisk økonomi og finans, no. 1, pp. 101-109, 2005 (with Marthe Lie and Snorre Lindset).