Narrow search
Showing 1 - 5 of 5
Cover Image
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Cover Image
Planning your own debt
Nielsen, Søren Bo; Poulsen, Rolf - In: European financial management : the journal of the … 8 (2002) 2, pp. 193-210
Persistent link: https://www.econbiz.de/10001688481
Cover Image
A two-factor, stochastic programming model of Danish mortgage-backed securities
Nielsen, Søren S.; Poulsen, Rolf - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1267-1289
Persistent link: https://www.econbiz.de/10001880794
Cover Image
A simple regime switching term structure model
Hansen, Asbjørn Trolle; Poulsen, Rolf - In: Finance and stochastics 4 (2000) 4, pp. 409-429
Persistent link: https://www.econbiz.de/10001539190
Cover Image
A simple regime switching term structure model/ A. Trolle Hansen and R. Poulsen
Hansen, Asbjørn Trolle; Poulsen, Rolf - 1999
Persistent link: https://www.econbiz.de/10009779514