Discussion Papers/Working Papers 1997

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

1997/dp1

Eivind Stensholt

Beta Distributions assosiated with a Simplex

Abstract

1997/dp2

Eivind Stensholt

Voteringens kvaler - Flyplassaken i Stortinget - et minneverdig femårsminne
(Only available in Norwegian)

Abstract

1997/wp1

Knut K. Aase

A New Equilibrium Asset Pricing Model based on Lèvy Processes

Abstract

1997/wp2

Knut K. Aase

A Markov Model for the Pricing of Catastrophe Insurance Futures and Spreads
(Accepted for publication in Journal of Risk and Insurance)

Abstract

1997/wp3

Petter Bjerksund
Gunnar Stensland

A simple Self-Enforced Dynamic Contract for Processing of Natural Resources
PUBLISHED: M. Brennan and L. Trigeorgis (Eds.): Project Flexibility, Agency and Competition, Oxford University Press, New York, pp. 109-127, 1999

Abstract

1997/wp4

Jean-Pierre Danthine
John B. Donaldson
Thore Johnsen

Productivity Growth, Consumer Confidence And the Business Cycle
PUBLISHED: European Economic Review, No.42, pp.1113-1140, 1998

Abstract

1997/wp5

Sandra Betton
B. Espen Eckbo

State-contingent payoffs in takeovers: New structural estimates
(REVISED Version - updated 1999)

Abstract

1997/wp6

Knut K. Aase

Equilibrium pricing in the presence of cumulative dividends following a diffusion
(Original title: An equilibrium approach to the pricing of derivative securities - updated 13.05.03)
PUBLISHED: Mathematical Finance, Vol. 12, No.3, pp.173-198, 2002

Abstract

1997/wp7

Helge Bremnes
Øystein Gjerde
Frode Sættem

Linkages among interest rates in the United States, Germany and Norway

Abstract

1997/wp8

Svein-Arne Persson
Tørres Trovik

Optimal Hedging Revisited: The Importance of a Risk Premium

Abstract