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Sandmann, Klaus
8
Nielsen, J.Aase
2
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2
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2
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2
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1
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1
Chen, An
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Christensen, Peter Ove
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Nielsen, J. Aase
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Nielsen, J.A.
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2
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ECONIS (ZBW)
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9
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8
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1
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1
Arbitrageteorien anvendt til vurdering af indeksobligationer
Nielsen, Jørgen Aase
- In:
Nationaløkonomisk tidsskrift
120
(
1982
)
2
,
pp. 165-184
Persistent link: https://www.econbiz.de/10009937776
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2
Skatteklienteller p°a det danske obligationsmarked
Christensen, Peter Ove
;
Aase Nielsen, Jørgen
; …
- In:
Nationaløkonomisk tidsskrift
123
(
1985
)
3
,
pp. 389-398
Persistent link: https://www.econbiz.de/10009937870
Saved in:
3
Equity-linked pension schemes with guarantees
Nielsen, J. Aase
;
Sandmann, Klaus
;
Schlögl, Erik
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 547-565
Persistent link: https://www.econbiz.de/10009807381
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4
Equity-linked life insurance: A model with stochastic interest rates
Nielsen, J.A.
;
Sandmann, K.
- In:
Insurance / Mathematics & economics
16
(
1995
)
3
,
pp. 225-254
Persistent link: https://www.econbiz.de/10006937525
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5
BOOK REVIEW - Advances in Finance and Stochastics. Essays in Honour of Dieter Sondermann
Cairns, A.
;
Sandmann, K.
;
Schönbucher, P.J.
- In:
Astin bulletin : the journal of the International …
32
(
2002
)
2
,
pp. 347-348
Persistent link: https://www.econbiz.de/10008215888
Saved in:
6
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10007308282
Saved in:
7
Pricing Bounds on Asian Options
Nielsen, J.Aase
;
Sandmann, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 449
Persistent link: https://www.econbiz.de/10006694521
Saved in:
8
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Nielsen, J.Aase
;
Sandmann, Klaus
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 355-370
Persistent link: https://www.econbiz.de/10008216349
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9
A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
Sandmann, Klaus
;
Sondermann, Dieter
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10008220057
Saved in:
10
New performance-vested stock option schemes
Chen, An
;
Pelger, Markus
;
Sandmann, Klaus
- In:
Applied financial economics
23
(
2013
)
8
,
pp. 709-727
Persistent link: https://www.econbiz.de/10010103499
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