Discussion Papers 1998

The department’s Discussion Paper (Working Paper) series was established in 1990, and is also online at the Social Science Research Network (SSRN) and at the Scandinavian Working Papers in Business Administration (S-WoBA)/Scandinavian Working Papers in Economics (S-WoPEc).

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*No.*	*Author*	*Title*	*Info*
1998/1	Leif K. Sandal Stein I. Steinshamn	Adaptive Regulation with Flow and Stock Externalities	Abstract
1998/2	Leif K. Sandal Stein I. Steinshamn	An Approach to Adaptive Carbon Taxes in the Presence of Global Warming	Abstract
1998/3	Knut K. Aase	American Derivatives - a review (Early version in Proceedings of the First Symposium on Mathematics of Finance, pp.54-73. December 8-12, 1997, Gaborone, Botswana. Editor: E. M. Lungu.) PUBLISHED as: American Derivatives - A Continous-Time Model in The Current State of Business Diciplines, Volume 3: Finance, pp. 1019-1038 (2000), Spellbound Publications. Editor: S.B. Dahiya, Rohtak, India.	Abstract
1998/4	Eline van der Heijden Terje Lensberg	Social capital formation: Some theory and experimental evidence REVISED Version with a new title (Original title: A cross-cultural study of reciprocity, trust and altruism in a gift exchange experiment)	Abstract
1998/5	Bjørn Eraker	MCMC Analysis of Diffusion Models with Application to Finance	Abstract
1998/6	Bernt Øksendal	A short introduction to mathematical finance	Abstract
1998/7	Jørgen Haug	Explicit Characterization of Financial Prices under Habit Formation (link to published version)	Abstract
1998/8	Eivind Stensholt Boonchai K. Stensholt	Detecting fish movement and location using depth and temperature time series from data storage tags
1998/9	B. Espen Eckbo Ronald W. Masulis Øyvind Norli	Conditional Performance following security offerings: Is there a "new issues puzzle"? - REVISED Version - updated 1999 (Forthcoming in Journal of Financial Economics)	Abstract
1998/10	A. David McDonald Leif K. Sandal	Estimating the Parameters of Stochastic Differential Equations Using a Criterion Function Based on the Kolmogorov-Smirnov Statistic	Abstract
1998/11	Jostein Lillestøl	Fat and skew: Can NIG cure? On the prospects of using the Normal Inverse Gaussian distribution in finance	Abstract
1998/12	Knut K. Aase	The St. Petersburg Paradox (Forthcoming in Scandinavian Actuarial Journal)	Abstract
1998/13	Leif K. Sandal Stein I. Steinshamn	Optimal Management of renewable resources: A General Feedback Approach	Abstract
1998/14	Ole Gjølberg Thore Johnsen	Risk Management in the Oil Industry: Can Information on Long-Run Equilibrium Prices be Utilized?	Abstract
1998/15	Anna Rita Bacinello Svein-Arne Persson	Design and Pricing of Equity-Linked Life Insurance under Stochastic Interest Rates	Abstract
1998/16	Kristian R. Miltersen Svein-Arne Persson	Pricing Rate of Return Guarantees in a Heath Jarrow Morton Framework	Abstract
1998/17	Iver Bragelien	Asset Ownership and Risk Aversion	Abstract
1998/18	Iver Bragelien	Asset Ownership and Implicit Contracts	Abstract
1998/19	Steinar Ekern	Annuity factors, duration and convexity: Insights from a financial engineering perspective	Abstract