Discussion Papers/Working Papers 1996

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).

The discussion papers are in pdf-format. Old papers that are not downloadable can be ordered by sending us an e-mail.

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No.

Author

Title

Info

1996/dp1

Leif K. Sandal
Stein I. Steinshamn

Dynamic Corrective Taxes with Flow and Stock Externalities: A Feedback Approach
PUBLISHED: Natural Resource Modeling, Vol.11, No.3, Fall 1998

Abstract

1996/wp1

Yaozhong Hu
Bernt Øksendal

Optimal Time to Invest when the Price Processes are Geometric Brownian Motions

Abstract

1996/wp2

Knut K. Aase

An Equilibrium Approach to Derivative Securities: Stochastic Volatility and Survival

Abstract

1996/wp3

Bernt Øksendal

An Introduction to Malliavin Calculus with Applications to Economics

Preface

1996/wp4

Svein-Arne Persson
Knut K. Aase

Valuation of the Minimum Guaranteed Return embedded in Life Insurance Products
PUBLISHED: The Journal of Risk and Insurance, Vol.64, No.4, pp.599-617, 1997

Abstract

1996/wp5

Steinar Ekern
Michael Theirl

Umfang und Duration von Investitionen: Sensitivität des Barwerts und des internen Zinsfußes
(Only available in German)
PUBLISHED: Journal für Betriebwirtschaft, 1998

Abstract

1996/wp6

Petter Bjerksund
Gunnar Stensland

Closed-form approximation of Asian options

Abstract

1996/wp7

Heine Rasmussen

Social Aggregation of Preferences, and the Distance Between Economic Agents

Abstract

1996/wp8

Svein-Arne Persson

Stochastic Interest Rate in Life Insurance: The Principle of Equivalence Revisited
PUBLISHED: The Scandinavian Actuarial Journal, No.2, pp. 97-112, 1998

Abstract

1996/wp9

Terje Lensberg

Investment behaviour under Knightian uncertainty - an evolutionary approach
PUBLISHED: The Journal of Economic Dynamics and Control, 1999

Abstract

1996/wp10

Øystein Gjerde
Kjell Henry Knivsflå
Frode Sættem

Stock Market Valuation and Investment in Norway

Abstract