Blar i Discussion papers (FOR) på tittel
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Software vulnerabilities and bug bounty programs
(Discussion paper;4/20, Working paper, 2020-05-12)Many software developers employ bug bounty programs that award a prize for the detection of bugs in their software. We analyze, in a model with asymmetric information, under which conditions a bug bounty program is beneficial ... -
Solution Algorithms for Optimal Buy-Back Contracts in Multi-period Channel Equilibria with Stochastic Demand and Delayed Information
(Discussion paper;10/19, Working paper, 2019-09-09)We analyze the problem of time-dependent channel coordination in the face of uncertain demand. The channel, composed of a manufacturer and a retailer, is to address a time-varying and uncertain price-dependent demand. The ... -
Some aspects of random utility, extreme value theory and multinomial logit models
(Discussion paper, Working paper, 2010-01)In this paper we give a survey on some basic ideas related to random utility, extreme value theory and multinomial logit models. These ideas are well known within the eld of spatial economics, but do not appear to be ... -
Some comments on free-riding in leontief partnerships
(Discussion paper, Working paper, 2001)Holmström (1982) showed that free-riding is inevitable in partnerships where inputs are substitutes. Legros & Matthews (1993) and Vislie (1994) showed that when inputs are strict complements (Leontief technology), free-riding ... -
Some crude approximation, calibration and estimation procedures for NIG-variates
(Discussion paper, Working paper, 2002-11)In this paper we explore some crude approximation, calibration and estimation procedures for Normal Inverse Gaussian (NIG) variates of potential use in risk management. Among others we treat in some detail the calibration ... -
Some new bivariate IG and NIG-distributions for modelling covariate financial returns
(Discussion paper, Working paper, 2007-02)The univariate Normal Inverse Gaussian (NIG) distribution is found useful for modelling financial return data exhibiting skewness and fat tails. Multivariate versions exists, but may be impractical to implement in finance. ... -
A spatial equilibrium simulation approach to explain unemployment rate differentials between areas
(Discussion paper, Working paper, 2002)This paper primarily focuses on how area-specific asymmetries and exogenous shocks influence spatial unemployment disparities. We approach through a model specification with two areas and two categories of workers with ... -
The spatial transferability of parameters in a gravity model of commuting flows
(Discussion paper, Working paper, 2010-05) -
Speciality oils supply chain optimization: from a decoupled to an integrated planning approach
(Discussion paper;03/12, Working paper, 2012-03)We study a problem of tactical planning in a divergent supply chain. It involves decisions regarding production, inventory, internal transportation, sales and distribution to customers. The problem is motivated by the ... -
Specification of merger gains in the Norwegian electricity distribution industry
(Discussion paper;7/16, Working paper, 2016-04-19)Electricity distribution often exhibits economies of scale. In Norway, a number of smaller distribution system operators exist and thus there is potential to restructure the industry, possibly through mergers. However, the ... -
Spillovers and international competition for investments
(Discussion paper, Working paper, 2001-05)Two jurisdictions compete to attract shares of the investment budget of a large multinational enterprise, whose investments confer positive spillovers on national firms. The firm has private information about its efficiency ... -
Spin-offs and spillovers : tracing knowledge by following employees across firms
(Discussion paper, Working paper, 2002)Most R&D projects fail from a commercial point of view, and technological shifts may quickly turn even successful innovations into failure. It is, however, possible that projects which fail commercially produce knowledge ... -
The St. Petersburg Paradox
(Discussion paper, Working paper, 1998-09)The classical St. Petersburg Paradox is discussed in terms of doubling strategies. It is claimed that what was originally thought of as a "paradox" can hardly be considered as very surprising today, but viewed in terms of ... -
Stackelberg equilibria in a multiperiod vertical contracting model with uncertain and price-dependent demand
(Discussion paper;2012:2, Working paper, 2012-02)In this paper, we consider Stackelberg games in a multiperiod vertical contracting model with uncertain demand. Demand has a distribution with a mean and variance that depend on the current retail price, and this ... -
Stairway to (Secrecy) Heaven: Market Attitudes towards Secrecy Shopping
(Discussion paper;19/18, Working paper, 2018-12-18)We study asset price reactions to news on firms' decisions to acquire affiliates located in known secrecy havens. Our sample consists of data on the S&P 500 companies in the period 2007 to 2014. We find that acquisitions ... -
Status concerns and the organization of work
(Discussion paper, Working paper, 2001-01)We study the effects of local status, where workers compare their wage to the wage of other workers within the same firm. We assume a competitive labor market with unobservable effort, where firms condition wages on output ... -
Stepwise Investment and Capacity Sizing under Uncertainty
(Discussion paper;10/15, Working paper, 2015-02-13)The relationship between uncertainty and managerial flexibility is particularly crucial in addressing capital projects. We consider a firm that can invest in a project in either a single (lumpy investment) or multiple ... -
Stochastic Electricity Dispatch: A challenge for market design
(Discussion paper;11/16, Working paper, 2016-08-25)We consider an electricity market with two sequential market clearings, for instance representing a day-ahead and a real-time market. When the first market is cleared, there is uncertainty with respect to generation and/or ... -
Stochastic optimization for multispecies fisheries in the Barents Sea
(Discussion paper;02/14, Working paper, 2014-02)This study presents a multispecies stochastic model. The model suggests optimal fishing policy for two species in a three species predator prey ecosystem in the Barents Sea. We have employed stochastic dynamic programing ... -
Stochastic programming, cooperation, and risk exchange
(Discussion paper, Working paper, 2001-08)Stochastic programming offers handy instruments to analyze exchange of goods and risks. Absent efficient markets for some of those items, such programming may imitate or synthesize market-like transfers among concerned ...