Browsing NHH Brage by Author "Rasmussen, Heine"

Now showing items 1-3 of 3

    • Social choice and the continuity axiom 

      Rasmussen, Heine (Doctoral thesis, 1994)

    • Valuation and Risk Management in the Norwegian Electricity Market 

      Bjerksund, Petter; Rasmussen, Heine; Stensland, Gunnar (Journal article; Peer reviewed, 2010)
      The purpose of this paper is twofold: Firstly, we analyse the option value approximation of traded options in the presence of a volatility term structure. The options are identified as: (a) “European” (written on the forward ...

    • Valuation and risk management in the Norwegian electricity market 

      Bjerksund, Petter; Rasmussen, Heine; Stensland, Gunnar (Discussion paper, Working paper, 2000)
      The purpose of this paper is two-fold: Firstly, we analyze option value approximation of traded options in the presence of a volatility term structure. The options are identified as: "European" (written on the forward price ...