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A Maximum Principle Approach to Risk Indifference Pricing with Partial Information
(Peer reviewed, 2008)
We consider the problem of risk indifference pricing on an incomplete market, namely on a jump diffusion market where the controller has limited access to market information. We use the maximum principle for stochastic ...
Intuition and moral decision-making-the effect of time pressure and cognitive load on moral judgment and altruistic behavior
(Journal article; Peer reviewed, 2016-10-26)
Do individuals intuitively favor certain moral actions over others? This study explores the role of intuitive thinking—induced by time pressure and cognitive load—in moral judgment and behavior. We conduct experiments ...
Duopolistic competition under risk aversion and uncertainty
(Journal article; Peer reviewed, 2014-07-16)
A monopolist typically defers entry into an industry as both price uncertainty and the level of risk aversion increase. By contrast, the presence of a rival typically hastens entry under risk neutrality. Here, we examine ...
Optimal control with partial information for stochastic Volterra equations
(Journal article; Peer reviewed, 2010)
In the first part of the paper we obtain existence and characterizations of an optimal control for a linear quadratic control problem of linear stochastic Volterra equations. In the second part, using the Malliavin calculus ...
Appendix 1: The effects of the oil price shocks on shipbuilding in the 1970s
(Work around the globe: historical comparisons and connections;, Chapter; Peer reviewed, 2017)
Using bank mergers and acquisitions to understand lending relationships
(Discussion paper;2011:13, Working paper, 2011-08)
We study how firm-bank lending relationships affect firms' access to and terms of credit. We use bank mergers and acquisitions (M&As) as exogenous events that affect lending relationships. Bank M&As lead to organisational ...
Windonomics : empirical essays on the economics of wind power in the Nordic electricity market
(PhD thesis;2012:2, Doctoral thesis, 2012-04)
Credit supply shocks, financial constraints and investments for small and medium-sized firms
(Discussion paper;2012:11, Working paper, 2012-09)
In this paper, we find that reduced credit supply reduces firm investments in our sample of small private firms. The effect is strongest for the least financially constrained firms. We use a representative survey of ...
Terminologische Datenbanken als Verstehens- und Formulierungshilfe beim Übersetzen von Rechtstexten
(Journal article; Peer reviewed, 2018)
The present article discusses the challenges in constructing a legal terminological database (LTDB) on the basis of Norsk-Tysk juridisk ordbok (Norwegian-German legal dictionary, Simonnæs, 1994). As each legal system is ...
A Multilevel Analysis of the Use of Individual Pay-for-Performance Systems
(Journal article; Peer reviewed, 2015-10-21)
Compensation systems, such as individualized pay-for-performance (I-PFP) schemes for employees, represent an important approach to aligning employer-employee interests. However, the adoption of I-PFP is much less common ...