Working Papers 1991

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

1991/1

Petter Bjerksund

Contingent Claims Evaluation when the Convenience Yield is Stochastic: Analytical Results

Abstract

1991/2

Knut K. Aase

Premiums in a Dynamic Model of a Reinsurance Market
PUBLISHED: Scandinavian Actuarial Journal, No.2, pp. 134-160, 1993

Abstract

1991/3

Trond E. Olsen
Gunnar Stensland

Equilibrium Price Dispersion with Identical Consumers and Identical Firms

Abstract

1991/4

Petter Bjerksund
Gunnar Stensland

Closed Form Approximation of American Options
PUBLISHED: The Scandinavian Journal of Management, Vol.9, Suppl., pp. 87-99, 1993

Abstract

1991/5

Øystein Gjerde
Frode Sættem

Performance Evaluation of Norwegian Mutual Funds
PUBLISHED: The Scandinavian Journal of Management, Vol.7, No.4, pp. 297-307, 1991

Abstract

1991/6

Knut K. Aase

Dynamic Equilibrium and the structure of Premiums in a Reinsurance Market
PUBLISHED: The Geneva Papers on Risk and Insurance Theory, Vol.17, No.2, pp. 93-136, 1992

Abstract

1991/7

Knut K. Aase

Pricing of risks in a pure exchange economy
PUBLISHED: ASTIN Bulletin, Vol.23, No.2, pp. 185-211, 1993

Abstract

1991/8

Ole Gjølberg
Øystein Strøm

Price Relationships in the Jet Fuel Market

Abstract