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Term structure models with par...
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ECONIS (ZBW)
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1
Term structure models with parallel and proportional shifts
Armerin, Fredrik
;
Jensen, Bjarne Astrup
;
Björk, Tomas
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10003543032
Saved in:
2
Valuation before and after tax in the discrete time, finite state no arbitrage model
Jensen, Bjarne Astrup
- In:
Annals of finance
5
(
2009
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10003775314
Saved in:
3
Mean variance efficient portfolios by linear programming : a review of some portfolio selection criteria of Elton, Gruber and Padberg
Jensen, Bjarne Astrup
-
2001
Persistent link: https://www.econbiz.de/10001602847
Saved in:
4
On Makeham's formula and fixed income mathematics
Jensen, Bjarne Astrup
-
1999
Persistent link: https://www.econbiz.de/10001421861
Saved in:
5
On valuation before and after tax in no arbitrage models : tax neutrality in the dicrete time model
Jensen, Bjarne Astrup
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652375
Saved in:
6
The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
-
Version 2
Persistent link: https://www.econbiz.de/10000893012
Saved in:
7
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
Saved in:
8
Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1990
Persistent link: https://www.econbiz.de/10000797974
Saved in:
9
On a class of loans with a systematic amortization schedule
Hasager, Leif
;
Jensen, Bjarne Astrup
-
1990
Persistent link: https://www.econbiz.de/10000797978
Saved in:
10
Taxation, transfer income and stock market participation
Fischer, Marcel
;
Jensen, Bjarne Astrup
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
2
,
pp. 823-863
Persistent link: https://www.econbiz.de/10011373332
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