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~isPartOf:"European finance review : the official journal of the European Finance Association"
~isPartOf:"Publications from Department of Management, Odense University"
~person:"Carr, Peter"
~person:"Miltersen, Kristian R."
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Carr, Peter
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European finance review : the official journal of the European Finance Association
Publications from Department of Management, Odense University
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
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5
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Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Project flexibility, agency, and competition : new developments in the theory and application of real options
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Quantitative Finance
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
7
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1
Dynamic spanning in the consumption-based capital asset
pricing
model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
- In:
European finance review : the official journal of the …
4
(
2000
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10001581031
Saved in:
2
The
pricing
of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
3
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
4
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
5
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
Saved in:
6
The valuation of executive stock options in an intensity-based framework
Carr, Peter
;
Linetsky, Vadim
- In:
European finance review : the official journal of the …
4
(
2000
)
3
,
pp. 211-230
Persistent link: https://www.econbiz.de/10001594050
Saved in:
7
The variance gamma process and option
pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
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