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Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove; Graversen, Svend Erik; … - 1996
Persistent link: https://www.econbiz.de/10000940850
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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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An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R. - 1991
Persistent link: https://www.econbiz.de/10000822414
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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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A model of the term structure of interest rates
Miltersen, Kristian R. - 1993
Persistent link: https://www.econbiz.de/10000870232
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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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An empirical study of the term structure of interest rates
Miltersen, Kristian R. - 1992
Persistent link: https://www.econbiz.de/10000851680
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An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R. - 1992 - 2. ed
Persistent link: https://www.econbiz.de/10000853604
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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
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R. - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 409-430
Persistent link: https://www.econbiz.de/10001217780