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Term Structure Models with Par...
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ECONIS (ZBW)
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Term structure models with parallel and proportional shifts
Armerin, Fredrik
;
Jensen, Bjarne Astrup
;
Björk, Tomas
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10003543032
Saved in:
2
Term structure models with parallel and proportional shifts
Armerin, Fredrik
(
contributor
);
Björk, Tomas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003169937
Saved in:
3
A comment on "The effectiveness of carbon pricing : the role of diversification in a firm’s investment decision"
Armerin, Fredrik
- In:
Energy economics
132
(
2024
),
pp. 1-2
Persistent link: https://www.econbiz.de/10015047497
Saved in:
4
On Makeham's formula and fixed income mathematics
Jensen, Bjarne Astrup
-
1999
Persistent link: https://www.econbiz.de/10001421861
Saved in:
5
Mean variance efficient portfolios by linear programming : a review of some portfolio selection criteria of Elton, Gruber and Padberg
Jensen, Bjarne Astrup
-
2001
Persistent link: https://www.econbiz.de/10001602847
Saved in:
6
On valuation before and after tax in no arbitrage models : tax neutrality in the dicrete time model
Jensen, Bjarne Astrup
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652375
Saved in:
7
Valuation before and after tax in the discrete time, finite state no arbitrage model
Jensen, Bjarne Astrup
- In:
Annals of finance
5
(
2009
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10003775314
Saved in:
8
Valuation of real options in incomplete models : an implied yield approach
Armerin, Fredrik
;
Song, Han-suck
- In:
Fuzzy economic review : the review of the International …
23
(
2018
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10012064852
Saved in:
9
European financial institutions, investment banking and foreign exchange markets
Benninga, Simon
(
contributor
); …
-
1995
Persistent link: https://www.econbiz.de/10001508455
Saved in:
10
Paying for minimum interest rate guarantees : who should compensate who?
Jensen, Bjarne Astrup
;
Sørensen, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001448954
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