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Reforming Housing Finance: Perspectives from Denmark
Svenstrup, Mikkel; Willemann, Søren - In: The journal of real estate research 28 (2006) 2, pp. 105-130
Persistent link: https://www.econbiz.de/10007269131
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Euro public debt and the markets : sovereign fundamentals and CDS market dynamics
Boone, Laurence; Fransolet, Laurent; Willemann, Søren - In: Financial stability review : FSR 14 (2010), pp. 19-26
Persistent link: https://www.econbiz.de/10009921107
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Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models
Gordy, Michael B.; Willemann, Søren - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 476-493
Persistent link: https://www.econbiz.de/10009842786
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Efficient Control Variates and Strategies for Bermudan Swaptions in a LIBOR Market Model
Jensen, Malene Shin; Svenstrup, Mikkel - In: The journal of derivatives : the official publication … 12 (2005) 4, pp. 20-33
Persistent link: https://www.econbiz.de/10005921779
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On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel - In: Journal of financial economics 78 (2005) 3, pp. 651-684
Persistent link: https://www.econbiz.de/10006500141