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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
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Valuation of natural resource investments with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - 1997
Persistent link: https://www.econbiz.de/10000973571
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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.; Schwartz, Eduardo S. - 1997
Persistent link: https://www.econbiz.de/10000972817
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En sammenligning af konverteringsstrategier for konverterbare realkreditl°an
Løchte Jørgensen, Peter; Miltersen, Kristian R.; … - 1996
Persistent link: https://www.econbiz.de/10000945565
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Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove; Graversen, Svend Erik; … - 1996
Persistent link: https://www.econbiz.de/10000940850