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Valutakurser og nominelle rentestrukturer
Sørensen, Carsten - 1993
Persistent link: https://www.econbiz.de/10000875449
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Stock index dynamics and derivatives pricing with stochastic interest rates
Sørensen, Carsten - In: Review of derivatives research 2 (1999) 4, pp. 261-285
Persistent link: https://www.econbiz.de/10001445799
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Modeling seasonality in agricultural commodity futures
Sørensen, Carsten - In: The journal of futures markets 22 (2002) 5, pp. 393-426
Persistent link: https://www.econbiz.de/10001678504
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The dynamics of bond yields and the stock index : with an empirical application to the UK stock and bond market
Jakobsen, Jan Bo; Sørensen, Carsten - 1997
Persistent link: https://www.econbiz.de/10000960759
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The dynamics of bond yields and the stock index, with an application to the UK stock and bond market
Jakobsen, Jan Bo; Sørensen, Carsten - In: Applied financial economics 13 (2003) 5, pp. 387-399
Persistent link: https://www.econbiz.de/10001760630
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Optimal investment strategies with a Heath-Jarrow-Morton term structure of interest rates
Munk, Claus; Sørensen, Carsten - 1999
Persistent link: https://www.econbiz.de/10001455583
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Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten - 1996
Persistent link: https://www.econbiz.de/10000950913