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Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen - 1994
Persistent link: https://www.econbiz.de/10000897651
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Pricing by "no arbitrage"
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1995
Persistent link: https://www.econbiz.de/10000908728
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Optioner p°a obligationer
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen
Persistent link: https://www.econbiz.de/10000754702
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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
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Den effektive rentes afhængighed af obligationstypen
Christensen, Peter Ove; Aase Nielsen, Jørgen - 1985
Persistent link: https://www.econbiz.de/10000763730
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Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup - In: Recent research in financial modelling, (pp. 125-134). 1993
Persistent link: https://www.econbiz.de/10001282577
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Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
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Pricing by no arbitrage
Jensen, Bjarne Astrup - In: Time series models : in econometrics, finance and other …, (pp. 177-225). 1996
Persistent link: https://www.econbiz.de/10001319933
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The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen - In: Applied mathematical finance 3 (1996) 3, pp. 209-236
Persistent link: https://www.econbiz.de/10001217777
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The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2
Persistent link: https://www.econbiz.de/10000893012