Details about Arne-Christian Lund

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Short-id: plu322

Working Papers

2008

1. Credit Spreads and Incomplete Information
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science 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 View citations (7)

2009

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

2007

3. A Monte Carlo approach for the American put under stochastic interest rates
   Journal of Economic Dynamics and Control, 2007, 31, (4), 1081-1105 View citations (4)
4. 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