Tor Age Myklebust

Norwegian School of Economics (NHH)

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

4

DOWNLOADS

163

CITATIONS

1

Scholarly Papers (4)

1.

On the Pricing of Performance Sensitive Debt

NHH Dept. of Finance & Management Science Discussion Paper No. 2011/5
Number of pages: 86 Posted: 12 Apr 2011 Last Revised: 16 Jul 2013
Aksel Mjøs, Tor Age Myklebust and Svein-Arne Persson
Norwegian School of Economics (NHH) - Department of Finance, Norwegian School of Economics (NHH) and Norwegian School of Economics (NHH)
Downloads 74 (228,082)

Abstract:

Performance sensitive debt, credit risk, bank loans, structural debt model, empirical pricing

2.

Performance Sensitive Debt - Investment and Financing Incentives

NHH Dept. of Finance & Management Science Discussion Paper No. 2012/7
Number of pages: 27 Posted: 11 Jul 2012
Tor Age Myklebust
Norwegian School of Economics (NHH)
Downloads 59 (262,838)

Abstract:

Performance Sensitive Debt, Growth Option, Debt Overhang, Asset Substitution, Underinvestment

3.

Pricing and Hedging Quanto Options in Energy Markets

Journal of Energy Markets, Vol. 8, No. 1, 2015
Number of pages: 36 Posted: 24 Jun 2016
Fred Espen Benth, Nina Lange and Tor Age Myklebust
University of Oslo - Department of Mathematics, Copenhagen Business School and Norwegian School of Economics (NHH)
Downloads 0 (536,399)
Citation 1
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Abstract:

gas derivatives, temperature derivatives, energy quanto options, quantity risk, pricing, hedging

4.

Pricing and Hedging Quanto Options in Energy Markets

Journal of Energy Markets, 2015
Posted: 22 Aug 2012 Last Revised: 10 Jun 2016
Fred Espen Benth, Nina Lange and Tor Age Myklebust
University of Oslo, Copenhagen Business School and Norwegian School of Economics (NHH)

Abstract:

gas markets, quanto options, HDD futures, temperature, energy, derivatives pricing, weather derivatives