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Pricing of options on commodit...
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Theorie
97
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97
Optionspreistheorie
39
Option pricing theory
36
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31
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30
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30
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29
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27
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25
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Schwartz, Eduardo S.
324
Miltersen, Kristian R.
53
Brennan, Michael J.
39
Cortazar, Gonzalo
35
Schwartz, Eduardo
33
Kraft, Holger
32
Trolle, Anders B.
30
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26
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17
Hambel, Christoph
16
Roll, Richard
15
Subrahmanyam, Avanidhar
15
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12
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12
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11
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10
Weiss, Farina
10
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9
Tokat, Yesim
9
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7
Santa-Clara, Pedro
7
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6
Pavlov, Andrey D.
6
Persson, Svein-Arne
6
Pizarro, Jose
6
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5
Kovacevic, Ivo
5
Peña Sánchez de Rivera, Juan Ignacio
5
Račev, Svetlozar T.
5
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5
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4
Christensen, Peter Ove
4
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4
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4
Grünbichler, Andreas
4
Millard, Cristobal
4
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4
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4
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4
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7
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7
Review of derivatives research
6
Handbook of heavy tailed distributions in finance
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Economic notes : economic review of Banca Monte dei Paschi di Siena
4
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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4
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4
Real options and investment under uncertainty : classical readings and recent contributions
4
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4
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4
The journal of fixed income
4
Economic Notes
3
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3
Finanzmarkt und Portfolio-Management
3
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3
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3
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3
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3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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RePEc
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11
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
Saved in:
12
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
-
1996
Persistent link: https://www.econbiz.de/10000940850
Saved in:
13
En sammenligning af konverteringsstrategier for konverterbare realkreditl°an
Løchte Jørgensen, Peter
;
Miltersen, Kristian R.
; …
-
1996
Persistent link: https://www.econbiz.de/10000945565
Saved in:
14
State-dependent realignments in target zone currency regimes
Christensen, Peter Ove
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
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15
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
16
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
- In:
European finance review : the official journal of the …
4
(
2000
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10001581031
Saved in:
17
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
18
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
19
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:
20
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
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