Tor Age Myklebust

NHH Norwegian School of Economics

Helleveien 30

Bergen, NO-5045

Norway

  • NHH Norwegian School of Economics

SCHOLARLY PAPERS

3

DOWNLOADS

285

TOTAL CITATIONS

4

Scholarly Papers (3)

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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
NHH Norwegian School of Economics - Department of Finance, NHH Norwegian School of Economics and NHH Norwegian School of Economics
Downloads 163 (369,100)
Citation 2

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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
NHH Norwegian School of Economics
Downloads 122 (465,685)
Citation 2

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

3.

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 NHH Norwegian School of Economics

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