Kristian R. Miltersen

Available identifiers

Publication	Date of Publication	Type
Commodity price modelling that matches current observables: a new approach	2019-01-14	Paper
New no-arbitrage conditions and the term structure of interest rate futures	2012-03-06	Paper
Guaranteed Investment Contracts: Distributed and Undistributed Excess Return	2006-05-24	Paper
R&D Investments with Competitive Interactions	2005-04-29	Paper
Minimum Rate of Return Guarantees: The Danish Case	2004-03-16	Paper
Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model	2002-03-05	Paper
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework	2000-05-08	Paper
An arbitrage theory of the term structure of interest rates	1995-08-07	Paper

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