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Gunnar Stensland
Gunnar Stensland
Professor, NHH Norwegian School of Economics
Verified email at nhh.no
Title
Cited by
Cited by
Year
Project flexibility, agency, and competition
MJ Brennan
New Developments in the Theory and Application of Real Options, 2000
3432000
Closed-form approximation of American options
P Bjerksund, G Stensland
Scandinavian Journal of Management 9, S87-S99, 1993
1701993
Closed form spread option valuation
P Bjerksund, G Stensland
Quantitative Finance 14 (10), 1785-1794, 2014
1002014
Valuation and risk management in the Norwegian electricity market
P Bjerksund, H Rasmussen, G Stensland
Energy, natural resources and environmental economics, 167-185, 2010
962010
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
722002
Gas storage valuation: Price modelling v. optimization methods
P Bjerksund, G Stensland, F Vagstad
The Energy Journal 32 (1), 203-228, 2011
592011
On optimal timing of investment when cost components are additive and follow geometric diffusions
TE Olsen, G Stensland
Journal of Economic Dynamics and Control 16 (1), 39-51, 1992
431992
Optimal shutdown decisions in resource extraction
TE Olsen, G Stensland
Economics Letters 26 (3), 215-218, 1988
371988
Implementation of the Black-Derman-Toy interest rate model
P Bjerksund, G Stensland
The Journal of Fixed Income 6 (2), 67-75, 1996
311996
Energy, natural resources and environmental economics
E Bjørndal, M Bjørndal, PM Pardalos, M Rönnqvist
Springer Science & Business Media, 2010
302010
Optimal investments using empirical dynamic programming with application to natural resources
G Stensland, D Tjøstheim
Journal of Business, 99-120, 1989
251989
A self-enforced dynamic contract for processing of natural resources
P Bjerksund, G Stensland
Project Flexibility, Agency, and Competition, 109-127, 2000
242000
Optimal decisions with reduction of uncertainty over time. An application to oil production
G Stensland, DB Tjøstheim
161989
A model for exploration decisions
H Bjørstad, T Hefting, G Stensland
Energy economics 11 (3), 189-200, 1989
131989
An American call on the difference of two assets
P Bjerksund, G Stensland
International Review of Economics & Finance 3 (1), 1-26, 1994
101994
Optimal sequencing of resource pools under uncertainty
TE Olsen, G Stensland
Journal of Environmental Economics and Management 17 (1), 83-92, 1989
91989
Invariant controls in stochastic allocation problems
TE Olsen, G Stensland
81989
Some applications of dynamic programming to natural resource exploitation
G Stensland, D Tjøstheim
71989
Exploration and taxation: Some normative issues
SD Flåm, G Stensland
Energy economics 7 (4), 237-240, 1985
71985
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