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Understanding N(d 1) and N(d 2) : risk-adjusted probabilities in the Black-Scholes model
Nielsen, Lars Tyge - In: Finance : revue de l'Association Française de Finance 14 (1993) 1, pp. 95-106
Persistent link: https://www.econbiz.de/10009918772
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Valutarisiko, valutagæld og rentespænd
Nielsen, Lars Tyge - In: Nationaløkonomisk tidsskrift 127 (1989) 3, pp. 346-355
Persistent link: https://www.econbiz.de/10009937963
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Sharpe Ratios and Alphas in Continuous Time
Nielsen, Lars Tyge; Vassalou, Maria - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 103-114
Persistent link: https://www.econbiz.de/10006693596
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Parametric characterizations of risk aversion and prudence
Lajeri, Fatma; Nielsen, Lars Tyge - In: Economic theory 15 (2000) 2, pp. 469-476
Persistent link: https://www.econbiz.de/10007181926
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Differentiable von Neumann-Morgenstern utility
Nielsen, Lars Tyge - In: Economic theory 14 (1999) 2, pp. 285-296
Persistent link: https://www.econbiz.de/10007185529
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The instantaneous capital market line
Nielsen, Lars Tyge; Vassalou, Maria - In: Economic theory 28 (2006) 3, pp. 651-664
Persistent link: https://www.econbiz.de/10007146075
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Monotone risk aversion
Nielsen, Lars Tyge - In: Economic theory 25 (2005) 1, pp. 203-216
Persistent link: https://www.econbiz.de/10007146550
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Dividends in the theory of derivative securities pricing
Nielsen, Lars Tyge - In: Economic theory 31 (2007) 3, pp. 447-472
Persistent link: https://www.econbiz.de/10007613572
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Common Knowledge of a Multivariate Aggregate Statistic
Tyge Nielsen, Lars - In: International economic review 36 (1995) 1, pp. 207-216
Persistent link: https://www.econbiz.de/10006069525