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16篇 您的检索式：作者名="Miltersen"

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		题名	作者	年代	出处	被引量
	1	Minimum rate of return guarantees: The Danish case显示文摘	Hansen M Miltersen K R	2002	Scandinavian Actuarial Journal2002，，4：	1
	2	Guaranteed investment contracts: Distributed and undistributed excess return显示文摘	Miltersen K R Persson S A	2003	Scandinavian Actuarial Journal2003，4，：	1
	3	Closed form solution for term structure derivatives with log-Normal interest rates显示文摘	Miltersen K R Sandman K Sonderman D	1997	The Journal of Fi- nance1997，，52：	1
	4	Closed form solutions for term structure derivatives with log-normal interest rates显示文摘	Miltersen K Sandmann K Sondermann D	1997	The Journal of Finance1997，52，：	1
	5	Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates显示文摘	Miltersen K R Schwartz E S		0，，02：	1
	6	Closed form solution for term structure derivatives with Iog-NormaI interest rates显示文摘	Miltersen K R Sandman K Sonderman D	1997	The Journal of Fi- nance1997，，52：	1
	7	Pricing rate of return guarantees in a Heath-Jarrow-Morton framework显示文摘	Miltersen K R Persson S A	1999	Insurance: Mathematics and Economics1999，25，3：	1
	8	Guaranteed investment contracts: Distributed and undistributed excess return显示文摘	Miltersen K R Persson S	2003	Scandinavian Actuarial Journal2003，4，：	1
	9	Closed form solutions for term structure derivatives with log - normal interest rates 显示文摘	MILTERSEN K SANDMANN K SONDERMANN D	1997	The Journal of Finance1997，52，：	1
	10	Guaranteed investment contracts: Distributed and undistributed excess return显示文摘	Miltersen K Persson A	2003	Scand Actuarial Journal2003，，4：	1
	11	Guaranteed investment contracts: Distributed and undistributed excess return 显示文摘	Miltersen K R Persson S A	2003	Scandinavi- an Actuarial Journal2003，，4：	1
	12	Pricing rate of return guarantees in a Heath-jarrow-Morton framework 显示文摘	Miltersen K R Persson S A	1999	Insurance: Mathematics and Economics1999，，25：	1
	13	Fusion trees can be implemented with ACO instructions only显示文摘	Arne Andersson Peter Bro Miltersen Mikkel Thorup	1999	Theoretical Computer Science1999，215，12：	1
	14	Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates显示文摘	Miltersen K E.Schwartz		0，，：	1
	15	Commodity Price Modeling That Matches Current Observables:A New Approach显示文摘	Miltersen K		0，，1：	1
	16	R&D Investments with Competitive Interactions显示文摘	Kristian Miltersen Eduardo Schwartz	2004	European Finance Review2004，，3：	1

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