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On Makeham's formula and fixed income mathematics
Jensen, Bjarne Astrup - 1999
Persistent link: https://www.econbiz.de/10001421861
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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
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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
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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
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European financial institutions, investment banking and foreign exchange markets
Benninga, Simon (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10001508455
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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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Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1990
Persistent link: https://www.econbiz.de/10000797974
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On a class of loans with a systematic amortization schedule
Hasager, Leif; Jensen, Bjarne Astrup - 1990
Persistent link: https://www.econbiz.de/10000797978
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Pricing by "no arbitrage"
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1995
Persistent link: https://www.econbiz.de/10000908728
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On some portfolio selection criteria of Elton, Gruber and Padberg : a compact reformulation
Jensen, Bjarne Astrup - 1997
Persistent link: https://www.econbiz.de/10000977546