Snorre Lindset

Optimal Hedging Strategies for Multi-Period Guarantees in the Presence of Transaction Costs: A Stochastic Programming Approach

Stein-Erik Fleten, Snorre Lindset, Stein-Erik Fleten, 2006, Eur. J. Oper. Res..

Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates

Snorre Lindset, 2011 .

Optimal information acquisition for a linear quadratic control problem

Snorre Lindset, Arne-Christian Lund, Egil Matsen, 2009, Eur. J. Oper. Res..

Credit risk and asymmetric information: A simplified approach

Svein-Arne Persson, Snorre Lindset, Arne-Christian Lund, 2014 .

Pricing of multi-period rate of return guarantees

Snorre Lindset, 2003 .

Pricing of multi-period rate of return guarantees: The Monte Carlo approach ☆

Snorre Lindset, Henrik Bakken, Henrik Bakken, 2006 .