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The pricing of Asian options u...
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Sandmann, Klaus
115
Aase Nielsen, Jørgen
28
Sondermann, Dieter
28
Nielsen, J. Aase
18
Sandmann, K.
12
Jensen, Bjarne Astrup
10
Miltersen, Kristian R.
9
Schlögl, Erik
8
Chen, An
6
Christensen, Peter Ove
5
Rady, Sven
5
Reimer, Matthias
5
Nielsen, Jørgen Aase
4
Pelger, Markus
4
Köndgen, Johannes
3
Miltersen, Kristian
3
Sondermann, D.
3
Mahayni, Antje B.
2
Nielsen, J. A.
2
Nielsen, J.A.
2
Nielsen, J.Aase
2
SANDMANN, KLAUS
2
Schönbucher, Philipp J.
2
Sørensen, Bjarne G.
2
Wittke, Manuel
2
Aase Nielsen, J.
1
Borries, Daniel von
1
CHEN, AN
1
Cairns, A.
1
Graabech Sørensen, Bjarne
1
Ishii, Y.
1
Laski, K.
1
Mahayni, Antje Brigitte
1
Miltersen, K.
1
Miltersen, Kristian R
1
Nielsen, J.
1
Nöldeke, G.
1
Reimer, M.
1
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University of Bonn, Germany
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5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Springer eBook Collection / Business and Economics
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Universität Bonn - Sonderforschungsbereich 303 - Publikationen
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Discussion Paper
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Finance and stochastics
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Insurance: Mathematics and Economics
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Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
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ECONIS (ZBW)
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RePEc
34
OLC EcoSci
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USB Cologne (business full texts)
9
USB Cologne (EcoSocSci)
8
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1
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
Saved in:
2
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
3
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
-
2010
Persistent link: https://www.econbiz.de/10008662192
Saved in:
4
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
Saved in:
5
Pricing bounds on Asian options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 449-473
Persistent link: https://www.econbiz.de/10001766894
Saved in:
6
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
-
1995
Persistent link: https://www.econbiz.de/10000922816
Saved in:
7
Security linked life policies under stochastic interest rates
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1995
Persistent link: https://www.econbiz.de/10000926601
Saved in:
8
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
Saved in:
9
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
Saved in:
10
The fair premium of an equity-linked life and pension insurance
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 219-255)
.
2002
Persistent link: https://www.econbiz.de/10001672238
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