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Real options with uncertain ma...
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Schwartz, Eduardo S.
324
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53
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39
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35
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33
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32
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30
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26
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Real options and investment under uncertainty : classical readings and recent contributions
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11
Valuation of natural resource investments with stochastic convenience yields and interest rates
Miltersen, Kristian R.
- In:
Project flexibility, agency, and competition : new …
,
(pp. 183-204)
.
2000
Persistent link: https://www.econbiz.de/10001680723
Saved in:
12
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:
13
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:
14
En sammenligning af konverteringsstrategier for konverterbare realkreditl°an
Løchte Jørgensen, Peter
;
Miltersen, Kristian R.
; …
-
1996
Persistent link: https://www.econbiz.de/10000945565
Saved in:
15
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
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16
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
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17
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
Saved in:
18
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:
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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