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Details about Arne-Christian Lund

Homepage:http://www.nhh.no/Default.aspx?ID=2026
Workplace:Institutt for foretaksøkonomi (Department of Business and Management Science), Norges Handelshøyskole (NHH) (Norwegian School of Economics), (more information at EDIRC)

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Short-id: plu322


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Working Papers

2008

  1. Credit Spreads and Incomplete Information
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science Downloads View citations (1)

Journal Articles

2014

  1. Credit risk and asymmetric information: A simplified approach
    Journal of Economic Dynamics and Control, 2014, 39, (C), 98-112 Downloads View citations (5)

2009

  1. Optimal information acquisition for a linear quadratic control problem
    European Journal of Operational Research, 2009, 199, (2), 435-441 Downloads View citations (2)

2007

  1. A Monte Carlo approach for the American put under stochastic interest rates
    Journal of Economic Dynamics and Control, 2007, 31, (4), 1081-1105 Downloads View citations (4)
  2. A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates
    The European Journal of Finance, 2007, 13, (6), 545-564 Downloads
 
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