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Petter Bjerksund
Petter Bjerksund
Professor, NHH Norwegian School of Economics
Verified email at nhh.no - Homepage
Title
Cited by
Cited by
Year
Project flexibility, agency, and competition
MJ Brennan
New Developments in the Theory and Application of Real Options, 2000
3412000
Managing investment opportunities under price uncertainty: From" last chance" to" wait and see" strategies
P Bjerksund, S Ekern
Financial management, 65-83, 1990
2311990
Closed-form approximation of American options
P Bjerksund, G Stensland
Scandinavian Journal of Management 9, S87-S99, 1993
1741993
Contingent claims evaluation of mean-reverting cash flows in shipping
P Bjerksund, S Ekern
Real options in capital investment: Models, strategies, and applications …, 1995
1581995
Closed form spread option valuation
P Bjerksund, G Stensland
Quantitative Finance 14 (10), 1785-1794, 2014
1012014
Valuation and risk management in the Norwegian electricity market
P Bjerksund, H Rasmussen, G Stensland
Energy, natural resources and environmental economics, 167-185, 2010
982010
Contingent claims evaluation when the convenience yield is stochastic: analytical results
P Bjerksund
FOR, 1991
971991
American exchange options and a put‐call transformation: A note
P Bjerksund, G Stensland
Journal of Business Finance & Accounting 20 (5), 761-764, 1993
811993
Closed form valuation of American options
P Bjerksund, G Stensland
Norwegian School of Economics and Business Administration. Department of …, 2002
732002
Gas storage valuation: Price modelling v. optimization methods
P Bjerksund, G Stensland, F Vagstad
The Energy Journal 32 (1), 203-228, 2011
602011
Implementation of the Black-Derman-Toy interest rate model
P Bjerksund, G Stensland
The Journal of Fixed Income 6 (2), 67-75, 1996
311996
A self-enforced dynamic contract for processing of natural resources
P Bjerksund, G Stensland
Project Flexibility, Agency, and Competition, 109-127, 2000
242000
Capital controls and capital flight
P Bjerksund, G Schjelderup
FinanzArchiv/Public Finance Analysis, 33-42, 1995
131995
Investor asset valuation under a wealth tax and a capital income tax
P Bjerksund, G Schjelderup
International Tax and Public Finance 29 (4), 873-889, 2022
102022
An American call on the difference of two assets
P Bjerksund, G Stensland
International Review of Economics & Finance 3 (1), 1-26, 1994
101994
The optimal spending rate versus the expected real return of a sovereign wealth fund
KK Aase, P Bjerksund
Journal of Risk and Financial Management 14 (9), 425, 2021
82021
The political economy of capital controls and tax policy in a small open economy
P Bjerksund, G Schjelderup
European Journal of Political Economy 14 (3), 543-559, 1998
71998
G. Stensland, 2000, Valuation and risk management in the Nordic electricity market
P Bjerksund, H Rasmussen
Preprint, Norwegian School of Economics and Business, Bergen, 0
7
Does a Wealth Tax Discriminate against Domestic Investors?
P Bjerksund, G Schjelderup
NHH Dept. of Business and Management Science Discussion Paper, 2019
52019
Utledning av rentens terminstruktur ved" maksimum glatthets"-prinsippet
P Bjerksund
51995
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