• American derivatives : a review 

      Aase, Knut K. (Discussion paper, Working paper, 1997-12)
      The paper gives an overview over the theory of pricing and hedging financial derivatives that can be exercised at any time during a fixed time interval [0, T]. The analysis makes use of the theory of optimal stopping, and ...
    • American option pricing with transaction costs 

      Zakamouline, Valeri I. (Discussion paper, Working paper, 2003-10)
      In this paper we examine the problem of finding investors’ reservation option prices and corresponding early exercise policies of American-style options in the market with proportional transaction costs using the utility ...
    • Analysing flexible load contracts in the energy market 

      Lund, Arne-Christian; Ollmar, Fridthjof (Discussion paper, Working paper, 2002-11)
      In this paper we analyse flexible load contracts (FLC), a type of "swing" option. This contract type has existed in energy markets for a long time and has proved to be challenging to value. The term swing refers to the ...
    • An analysis of a combinatorial auction 

      Bjørndal, Mette; Jörnsten, Kurt (Discussion paper, Working paper, 2001)
      Our objective is to find prices on individual items in a combinatorial auction that support the optimal allocation of bundles of items, i.e. the solution to the winner determination problem of the combinatorial auction. ...
    • An analysis of derivative prices in the Nordic power market 

      Ollmar, Fridthjof (Doctoral thesis, 2003)
    • Analyzing risk of stock collapse in a fishery under stochastic profit maximization 

      Poudel, Diwakar; Sandal, Leif Kristoffer; Kvamsdal, Sturla Furunes (Discussion paper;2012:4, Working paper, 2012-04)
      In commercial fisheries, stock collapse is an intrinsic problem caused by overexploitation or due to pure stochasticity. To analyze the risk of stock collapse, we apply a relatively simple Monte Carlo approach which can ...
    • An Analysis of Social Seed Network and Its Contribution to On-Farm Conservation of Crop Genetic Diversity in Nepal 

      Poudel, Diwakar; Sthapit, Bhuwon; Sherstha, Pratap (Journal article; Peer reviewed, 2015)
      Social seed systems are important for the maintenance of crop genetic diversity on farm. This is governed by local and informal system in the community through a farmers’ network. This paper analyses these local seed ...
    • An Economic Analysis of Debarment 

      Auriol, Emmanuelle; Søreide, Tina (Discussion paper;23/15, Working paper, 2015-09-17)
      With a view to reducing the consequences of corruption in public procurement, many governments have introduced debarment of suppliers found guilty of corrup- tion and some other forms of crime. This paper explores the ...
    • An Educational Game in Collaborative Logistics 

      D'Amours, Sophie; Rönnqvist, Mikael (Journal article; Peer reviewed, 2013)
      We describe an educational game in collaborative logistics. The game is based on an award-winning application in cost allocation in transportation. The purpose of the game is to acquire an understanding of negotiation, ...
    • A new Lagrangean Approach for the Travelling Salesman Problem 

      Jörnsten, Kurt; Kalcsics, Jörg (Discussion paper;04/15, Working paper, 2015-01-19)
      In this paper, we use a reformulation of the symmetric and the asymmetric travelling salesman problem more suitable for Lagrangean relaxation and analyse the new approach on examples from TSP Lib. Furthermore the Lagrangean ...
    • A New Semi-Lagrangean Relaxation for the K-Cardinality Assignment Problem 

      Belik, Ivan; Jörnsten, Kurt (Discussion paper;01/14, Working paper, 2014-01)
      Recently Beltrán-Royo, Vial & Alonso-Ayuso (2012) presented a semi-Lagrangean relaxation for the classical p-median location problem and for the incapacitated facility location problem. The results, obtained using the ...
    • A new Semi-Lagrangean Relaxation for the p-median problem 

      Butsch, Alex; Jörnsten, Kurt; Kalcsics, Jörg (Discussion paper;01/15, Working paper, 2015-01-09)
      Recently Beltran-Royo et.al presented a Semi-Lagrangean relaxation for the classical p-median location problem. The results obtained using the Semi-Lagrangean relaxation approach were quite impressive. In this paper we use ...
    • An experimental study of prosocial motivation among criminals 

      Cappelen, Alexander Wright; Sørensen, Erik Øiolf; Tungodden, Bertil; Birkeland, Sigbjørn (Journal article; Peer reviewed, 2014)
      The fact that criminal behavior typically has negative consequences for others provides a compelling reason to think that criminals lack prosocial motivation. This paper reports the results from two dictator game experiments ...
    • Annuity factors, duration and convexity : insights from a financial engineering perspective 

      Ekern, Steinar (Discussion paper, Working paper, 1998-12)
      This paper applies a unified and integrative financial engineering perspective to key derived concepts in traditional fixed income analysis, with the purpose of enhancing conceptual insights and motivating computational ...
    • A Nodal Pricing Model for the Nordic Electricity Market 

      Bjørndal, Endre; Bjørndal, Mette; Gribkovskaia, Victoria (Discussion paper;43/14, Working paper, 2014-12)
      In the Nordic day-ahead electricity market zonal pricing or market splitting is used for relieving congestion between a predetermined set of bidding areas. This congestion management method represents an aggregation of ...
    • An anticipative linear filtering equation 

      Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt (Discussion paper, Working paper, 2010-08)
    • A partner in crime : assortative matching and bias in the crime market 

      Gavrilova, Evelina (Discussion papers;25/14, Working paper, 2014-06)
      I identify a discriminatory bias in partnership formation within the property crime mar- ket in the United States. Theoretically, the prisoner's dilemma creates an incentive for a criminal to form a partnership with a ...
    • Apple's Agency Model and the Role of Resale Price Maintenance 

      Foros, Øystein; Kind, Hans Jarle; Shaffer, Greg (Discussion paper;32/15, Working paper, 2015-11-27)
      The agency model is a business format used by online digital platform providers (such as Apple and Google) in which retail pricing decisions are delegated to upstream content providers subject to a fixed revenue-sharing ...
    • The apportionment problem : a monograph 

      Syversten, Bjørne-Dyre Hougen (Doctoral thesis, 2000)
    • An approach to adaptive carbon taxes in the presence of global warming 

      Sandal, Leif Kristoffer; Steinshamn, Stein Ivar (Discussion paper, Working paper, 1998-01)
      The optimal extraction path of fossil fuels and the corresponding corrective tax on extraction are derived when two types of externalities associated with emission of carbondioxide (CO2) are taken into account. The optimal ...