Snorre Lindset

Publication Activity (10 Years)

Years Active: 2008-2009
Publications (10 Years): 0

Publications

Snorre Lindset, Arne-Christian Lund, Egil Matsen
Optimal information acquisition for a linear quadratic control problem. Eur. J. Oper. Res. 199 (2) (2009)
Stein-Erik Fleten, Snorre Lindset
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach. Eur. J. Oper. Res. 185 (3) (2008)