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Damiano Brigo, Fabio Mercurio : Interest Rate Models ; Theory and practice
Skovmand, David; Verhofen, Michael - In: Financial markets and portfolio management 21 (2007) 1, pp. 135-137
Persistent link: https://www.econbiz.de/10007722533
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RESEARCH PAPERS - Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis; Schoenmakers, John; Skovmand, David - In: The journal of computational finance 15 (2012) 4, pp. 3-45
Persistent link: https://www.econbiz.de/10009993874
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Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims
Guillén, Montserrat; Jørgensen, Peter Løchte; … - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 229-252
Persistent link: https://www.econbiz.de/10006871528
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Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework
Grosen, Anders; Jørgensen, Peter Løchte - In: The journal of risk and insurance : the journal of the … 69 (2002) 1, pp. 63-92
Persistent link: https://www.econbiz.de/10006175631
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On Accounting Standards and Fair Valuation of Life Insurance and Pension Liabilities
Jørgensen, Peter Løchte - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 5, pp. 372-394
Persistent link: https://www.econbiz.de/10005925326
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Analytical Valuation of American-Style Asian Options
Hansen, Asbjørn T.; Jørgensen, Peter Løchte - In: Management science : journal of the Institute for … 46 (2000) 8, pp. 1116-1136
Persistent link: https://www.econbiz.de/10006093819
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Traffic light options
Jørgensen, Peter Løchte - In: Journal of banking & finance 31 (2007) 12, pp. 3698-3719
Persistent link: https://www.econbiz.de/10007876222
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Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs
Jørgensen, Peter Løchte - In: The European journal of finance 13 (2007) 7-8, pp. 595-620
Persistent link: https://www.econbiz.de/10007902821
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Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs
Jørgensen, Peter Løchte - In: The European journal of finance 13 (2007) 7, pp. 595-620
Persistent link: https://www.econbiz.de/10007871613
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Optionsaflønning i danske børsnoterede selskaber
Bechmann, Ken L.; Løchte Jørgensen, Peter - In: Nationaløkonomisk tidsskrift 141 (2003) 1, pp. 68-88
Persistent link: https://www.econbiz.de/10009938231