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Arne-Christian Lund

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This is information that was supplied by Arne-Christian Lund in registering through RePEc. If you are Arne-Christian Lund , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Arne-Christian
Middle Name:
Last Name: Lund
Suffix:

RePEc Short-ID: plu322

Email: [This author has chosen not to make the email address public]
Homepage: http://www.nhh.no/Default.aspx?ID=2026
Postal Address:
Phone:

Affiliation

Institutt for foretaks√łkonomi
Norges Handelsh√łyskole (NHH)
Location: Bergen, Norway
Homepage: http://www.nhh.no/en/research-faculty/department-of-business-and-management-science.aspx
Email:
Phone: +47 55 95 92 93
Fax: +47 55 95 96 50
Postal: Helleveien 30, N-5045 Bergen
Handle: RePEc:edi:dfnhhno (more details at EDIRC)

Works

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Working papers

  1. Lindset, Snorre & Lund, Arne-Christian & Persson, Svein-Arne, 2008. "Credit Spreads and Incomplete Information," Discussion Papers 2008/9, Department of Business and Management Science, Norwegian School of Economics.

Articles

  1. Lindset, Snorre & Lund, Arne-Christian & Persson, Svein-Arne, 2014. "Credit risk and asymmetric information: A simplified approach," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 98-112.
  2. Lindset, Snorre & Lund, Arne-Christian & Matsen, Egil, 2009. "Optimal information acquisition for a linear quadratic control problem," European Journal of Operational Research, Elsevier, vol. 199(2), pages 435-441, December.
  3. Snorre Lindset & Arne-Christian Lund, 2007. "A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates," The European Journal of Finance, Taylor & Francis Journals, vol. 13(6), pages 545-564.
  4. Lindset, Snorre & Lund, Arne-Christian, 2007. "A Monte Carlo approach for the American put under stochastic interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1081-1105, April.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2008-05-31. Author is listed
  2. NEP-CTA: Contract Theory & Applications (1) 2008-05-31. Author is listed

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