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Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen - 1994
Persistent link: https://www.econbiz.de/10000897651
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New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.; Aase Nielsen, Jørgen; … - In: Annals of finance 2 (2006) 3, pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - 2010
Persistent link: https://www.econbiz.de/10008662192
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
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Pricing bounds on Asian options
Aase Nielsen, Jørgen; Sandmann, Klaus - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 449-473
Persistent link: https://www.econbiz.de/10001766894
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The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen - In: Applied mathematical finance 3 (1996) 3, pp. 209-236
Persistent link: https://www.econbiz.de/10001217777
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The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen - 1995
Persistent link: https://www.econbiz.de/10000922816
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Security linked life policies under stochastic interest rates
Aase Nielsen, Jørgen; Sandmann, Klaus - 1995
Persistent link: https://www.econbiz.de/10000926601
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Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
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Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen; Sandmann, Klaus - 1998
Persistent link: https://www.econbiz.de/10001387512