List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Commodity price modelling that matches current observables: a new approach Quantitative Finance | 2019-01-14 | Paper |
| New no-arbitrage conditions and the term structure of interest rate futures Annals of Finance | 2012-03-06 | Paper |
| Guaranteed Investment Contracts: Distributed and Undistributed Excess Return Scandinavian Actuarial Journal | 2006-05-24 | Paper |
| R&D Investments with Competitive Interactions Review of Finance | 2005-04-29 | Paper |
| Minimum Rate of Return Guarantees: The Danish Case Scandinavian Actuarial Journal | 2004-03-16 | Paper |
| Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model European Finance Review | 2002-03-05 | Paper |
| Pricing rate of return guarantees in a Heath-Jarrow-Morton framework Insurance Mathematics & Economics | 2000-05-08 | Paper |
| An arbitrage theory of the term structure of interest rates The Annals of Applied Probability | 1995-08-07 | Paper |
Research outcomes over time
This page was built for person: Kristian R. Miltersen
