Kristian R. Miltersen
Title
Cited by
Cited by
Year
Closed form solutions for term structure derivatives with log‐normal interest rates
KR Miltersen, K Sandmann, D Sondermann
The Journal of Finance 52 (1), 409-430, 1997
7531997
Closed form solutions for term structure derivatives with log‐normal interest rates
KR Miltersen, K Sandmann, D Sondermann
The Journal of Finance 52 (1), 409-430, 1997
7521997
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
KR Miltersen, ES Schwartz
Journal of financial and quantitative analysis 33 (1), 33-59, 1998
3631998
R&D investments with competitive interactions
KR Miltersen, ES Schwart
Review of Finance 8 (3), 355-401, 2004
1652004
R&D investments with competitive interactions
KR Miltersen, ES Schwart
Review of Finance 8 (3), 355-401, 2004
1652004
Guaranteed investment contracts: Distributed and undistributed excess return
KR Miltersen, SA Persson
Scandinavian Actuarial Journal 2003 (4), 257-279, 2003
1632003
Minimum rate of return guarantees: the Danish case
M Hansen, KR Miltersen
Scandinavian Actuarial Journal 2002 (4), 280-318, 2002
1222002
Pricing rate of return guarantees in a Heath–Jarrow–Morton framework
KR Miltersen, SA Persson
Insurance: Mathematics and Economics 25 (3), 307-325, 1999
991999
Is mortality dead? Stochastic forward force of mortality rate determined by no arbitrage
KR Miltersen, SA Persson
Tech. Rep, 2005
872005
Commodity price modelling that matches current observables: A new approach
KR Miltersen
Taylor & Francis Group 3 (1), 51-58, 2003
742003
Commodity price modelling that matches current observables: A new approach
KR Miltersen
Taylor & Francis Group 3 (1), 51-58, 2003
742003
Closed Form Term Structure Derivatives in a Heath-Jarrow Morton Model with Log-normal Annually Compounded Interest Rates
K Sandmann, D Sondermann, KR Miltersen
Univ., Sonderforschungsbereich 303, 1994
691994
Closed Form Term Structure Derivatives in a Heath-Jarrow Morton Model with Log-normal Annually Compounded Interest Rates
K Sandmann, D Sondermann, KR Miltersen
Univ., Sonderforschungsbereich 303, 1994
691994
Dynamic capital structure with callable debt and debt renegotiations
PO Christensen, D Lando, CR Flor, KR Miltersen
Available at SSRN 320161, 2002
572002
Dynamic capital structure with callable debt and debt renegotiations
PO Christensen, CR Flor, D Lando, KR Miltersen
Journal of Corporate Finance 29, 644-661, 2014
432014
An arbitrage theory of the term structure of interest rates
KR Miltersen
The Annals of Applied Probability, 953-967, 1994
311994
Real options with uncertain maturity and competition
KR Miltersen, ES Schwartz
National Bureau of Economic Research, 2007
262007
State-dependent realignments in target zone currency regimes
PO Christensen, D Lando, KR Miltersen
Københavns Universitet. Institute of Mathematical Statistics, 1996
221996
State-dependent realignments in target zone currency regimes
PO Christensen, D Lando, KR Miltersen
Københavns Universitet. Institute of Mathematical Statistics, 1996
221996
International comparison of interest rate guarantees in life insurance
JD Cummins, KR Miltersen, SA Persson
Norwegian School of Economics and Business Administration. Department of …, 2004
182004
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