Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach. - Stein-Erik Fleten; Snorre Lindset (Eur. J. Oper. Res., 2008)

Optimal information acquisition for a linear quadratic control problem. - Snorre Lindset; Arne-Christian Lund; Egil Matsen (Eur. J. Oper. Res., 2009)