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State-dependent realignments in target zone currency regimes
Christensen, Peter Ove - In: Review of derivatives research 1 (1997) 4, pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
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Valuation of natural resource investments with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - 1997
Persistent link: https://www.econbiz.de/10000973571
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Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R. - In: The journal of computational finance 1 (1998) 3, pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
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Valuation of natural resource investments with stochastic convenience yields and interest rates
Miltersen, Kristian R. - In: Project flexibility, agency, and competition : new …, (pp. 183-204). 2000
Persistent link: https://www.econbiz.de/10001680723
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The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.; Nielsen, Lars - 1989
Persistent link: https://www.econbiz.de/10000775498
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.; Sandmann, Klaus; Sondermann, Dieter - 1995
Persistent link: https://www.econbiz.de/10000908299
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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.; Schwartz, Eduardo S. - 1997
Persistent link: https://www.econbiz.de/10000972817
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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001243206