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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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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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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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Pricing by "no arbitrage"
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1995
Persistent link: https://www.econbiz.de/10000908728
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Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup - In: Recent research in financial modelling, (pp. 125-134). 1993
Persistent link: https://www.econbiz.de/10001282577
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Continuous-time asset pricing models : selected results
Astrup Jensen, Bjarne - 1983
Persistent link: https://www.econbiz.de/10001841120