| . |
Nielsen, J. Aase's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,207 |
Total
Citations
36 |
|
|
|
|
|
1.
|
|
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
371
(37,427)
|
18
|
|
| |
|
| |
Asian Option, arbitrage pricing, hedging, Monte Carlo simulation,
|
|
|
2.
|
|
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
338
(41,923)
|
7
|
|
| |
|
| |
Life insurance, pension funds, forward risk adjusted measure, Asian option
|
|
|
3.
|
|
|
Miltersen, Kristian R.
Copenhagen Business School Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
207
(72,287)
|
1
|
|
| |
|
| |
No-arbitrage restrictions, term structure of interest rates, interest rate futures, change of measure
|
|
|
4.
|
|
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
194
(77,148)
|
5
|
|
| |
|
| |
Asian Exchange Rate Option, Forward Risk Adjusted Measure, Stochastic Interest Rates
|
|
|
5.
|
|
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics Schlogl, Erik
University of Technology, Sydney (UTS) - School of Finance and Economics
|
|
97
(138,149)
|
5
|
|
| |
|
| |
Pension funds, forward risk adjusted measure, Asian option
|
|
|
6.
|
|
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
|
|
|
| |
|
| |
|
|
|
7.
|
|
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
|
|
|
| |
|
| |
Life insurance, stochastic interest rates
|
|
|
8.
|
|
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
Posted:
|
|
21 May 96
|
|
Last Revised:
|
|
15 May 98
|
|
|
|
|
|
|
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
