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~person:"Miltersen, Kristian R."
~subject:"Behavioural finance"
~subject:"Option pricing theory"
~subject:"Zinsstruktur"
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Behavioural finance
Option pricing theory
Zinsstruktur
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Interest rate derivative
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Miltersen, Kristian R.
Hull, John
24
Hens, Thorsten
18
Lee, Cheng F.
17
Madan, Dilip B.
16
Yang, Chunpeng
16
He, Xue-zhong
14
Dindo, Pietro
13
Zaremba, Adam
13
Chiarella, Carl
12
Christensen, Jens H. E.
12
Evstigneev, Igor V.
11
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11
Feunou, Bruno
11
Hommes, Cars H.
11
Jacobs, Kris
11
Sandmann, Klaus
11
Zin, Stanley E.
11
Bottazzi, Giulio
10
Jarrow, Robert A.
10
Lo, Andrew W.
10
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9
Hirshleifer, David
9
Marfè, Roberto
9
Singleton, Kenneth J.
9
Bansal, Ravi
8
Bekaert, Geert
8
Chabakauri, Georgy
8
Escobar, Marcos
8
Kiku, Dana
8
Macrina, Andrea
8
Nakov, Anton
8
Nuño, Galo
8
Schenk-Hoppé, Klaus Reiner
8
Aït-Sahalia, Yacine
7
Backus, David
7
Collin-Dufresne, Pierre
7
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Publications from Department of Management, Odense University
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Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
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Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
2
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
3
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
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4
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
Saved in:
5
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:
6
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
7
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
Saved in:
8
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:
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