Project flexibility, agency, and competition MJ Brennan New Developments in the Theory and Application of Real Options, 2000 | 342 | 2000 |
Closed-form approximation of American options P Bjerksund, G Stensland Scandinavian Journal of Management 9, S87-S99, 1993 | 170 | 1993 |
Closed form spread option valuation P Bjerksund, G Stensland Quantitative Finance 14 (10), 1785-1794, 2014 | 100 | 2014 |
Closed form spread option valuation P Bjerksund, G Stensland Quantitative Finance 14 (10), 1785-1794, 2014 | 100 | 2014 |
Valuation and risk management in the Norwegian electricity market P Bjerksund, H Rasmussen, G Stensland Energy, natural resources and environmental economics, 167-185, 2010 | 96 | 2010 |
American exchange options and a put‐call transformation: A note P Bjerksund, G Stensland Journal of Business Finance & Accounting 20 (5), 761-764, 1993 | 81 | 1993 |
Closed form valuation of American options P Bjerksund, G Stensland Norwegian School of Economics and Business Administration. Department of …, 2002 | 72 | 2002 |
Gas storage valuation: Price modelling v. optimization methods P Bjerksund, G Stensland, F Vagstad The Energy Journal 32 (1), 203-228, 2011 | 59 | 2011 |
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 | 43 | 1992 |
Optimal shutdown decisions in resource extraction TE Olsen, G Stensland Economics Letters 26 (3), 215-218, 1988 | 37 | 1988 |
Implementation of the Black-Derman-Toy interest rate model P Bjerksund, G Stensland The Journal of Fixed Income 6 (2), 67-75, 1996 | 31 | 1996 |
Energy, natural resources and environmental economics E Bjørndal, M Bjørndal, PM Pardalos, M Rönnqvist Springer Science & Business Media, 2010 | 30 | 2010 |
Optimal investments using empirical dynamic programming with application to natural resources G Stensland, D Tjøstheim Journal of Business, 99-120, 1989 | 25 | 1989 |
A self-enforced dynamic contract for processing of natural resources P Bjerksund, G Stensland Project Flexibility, Agency, and Competition, 109-127, 2000 | 24 | 2000 |
Optimal decisions with reduction of uncertainty over time. An application to oil production G Stensland, DB Tjøstheim | 16 | 1989 |
A model for exploration decisions H Bjørstad, T Hefting, G Stensland Energy economics 11 (3), 189-200, 1989 | 13 | 1989 |
An American call on the difference of two assets P Bjerksund, G Stensland International Review of Economics & Finance 3 (1), 1-26, 1994 | 10 | 1994 |
Optimal sequencing of resource pools under uncertainty TE Olsen, G Stensland Journal of Environmental Economics and Management 17 (1), 83-92, 1989 | 9 | 1989 |
Invariant controls in stochastic allocation problems TE Olsen, G Stensland | 8 | 1989 |
Some applications of dynamic programming to natural resource exploitation G Stensland, D Tjøstheim | 7 | 1989 |