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Andreasen, Jesper's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
18,469 |
Total
Citations
149 |
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1.
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Andersen, Leif B. G.
Bank of America Merrill Lynch Andreasen, Jesper
Danske Bank - Danske Markets
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4,008
(822)
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54
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2.
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Andersen, Leif B. G.
Bank of America Merrill Lynch Andreasen, Jesper
Danske Bank - Danske Markets
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3,863
(875)
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61
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3.
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Andersen, Leif B. G.
Bank of America Merrill Lynch Andreasen, Jesper
Danske Bank - Danske Markets Eliezer, David A.
General Reinsurance Financial Products in New York
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2,332
(2,175)
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2
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4.
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Andersen, Leif B. G.
Bank of America Merrill Lynch Andreasen, Jesper
Danske Bank - Danske Markets
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1,965
(2,921)
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18
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5.
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Andreasen, Jesper
Danske Bank - Danske Markets
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1,833
(3,257)
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4
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Yield curve models, stochastic volatility, Markov property
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6.
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Andreasen, Jesper
Danske Bank - Danske Markets Huge, Brian Norsk
Danske Bank
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| Posted: |
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21 Oct 10
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Last Revised:
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30 Oct 10
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1,458
(4,897)
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4
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Option pricing, implicit finite difference
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7.
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Andreasen, Jesper
Danske Bank - Danske Markets
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851
(11,959)
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2
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8.
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Andreasen, Jesper
Danske Bank - Danske Markets Huge, Brian Norsk
Danske Bank
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808
(12,960)
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Option pricing, volatility smiles
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9.
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Andreasen, Jesper
Danske Bank - Danske Markets Huge, Brian Norsk
Danske Bank
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| Posted: |
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27 Oct 10
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Last Revised:
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30 Oct 10
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798
(13,185)
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Stochastic local volatility, finite difference solution, calibration, simulation
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10.
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Andreasen, Jesper
Danske Bank - Danske Markets
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553
(22,258)
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4
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Markovian HJM Models, Bermudan Swaption Pricing
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11.
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Andreasen, Jesper
Danske Bank - Danske Markets Jensen, Bjarke
University of Aarhus Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
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