Følg
Gunnar Stensland
Gunnar Stensland
Professor, NHH Norwegian School of Economics
Verifisert e-postadresse på nhh.no
Tittel
Sitert av
Sitert av
År
Project flexibility, agency, and competition
MJ Brennan
New Developments in the Theory and Application of Real Options, 2000
3422000
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
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
Systemet kan ikke utføre handlingen. Prøv på nytt senere.
Artikler 1–20