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Miltersen, Kristian R.

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Author ID: miltersen.kristian-r Recent zbMATH articles by "Miltersen, Kristian R."
Published as: Miltersen, Kristian R.; Miltersen, K. R.
Documents Indexed: 8 Publications since 1994
Co-Authors: 7 Co-Authors with 6 Joint Publications
43 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

7 Publications have been cited 104 times in 83 Documents Cited by Year
Guaranteed investment contracts: distributed and undistributed excess return. Zbl 1092.91053
Miltersen, Kristian R.; Persson, Svein-Arne
38
2003
Minimum rate of return guarantees: the Danish case. Zbl 1039.91040
Hansen, Mette; Miltersen, Kristian R.
26
2002
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework. Zbl 1028.91566
Miltersen, Kristian R.; Persson, Svein-Arne
19
1999
R&D investments with competitive interactions. Zbl 1111.91319
Miltersen, Kristian R.; Schwartz, Eduardo S.
12
2004
An arbitrage theory of the term structure of interest rates. Zbl 0818.90008
Miltersen, Kristian R.
5
1994
Commodity price modelling that matches current observables: a new approach. Zbl 1405.91645
Miltersen, K. R.
2
2003
New no-arbitrage conditions and the term structure of interest rate futures. Zbl 1233.91287
Miltersen, Kristian R.; Nielsen, J. Aase; Sandmann, Klaus
2
2006
New no-arbitrage conditions and the term structure of interest rate futures. Zbl 1233.91287
Miltersen, Kristian R.; Nielsen, J. Aase; Sandmann, Klaus
2
2006
R&D investments with competitive interactions. Zbl 1111.91319
Miltersen, Kristian R.; Schwartz, Eduardo S.
12
2004
Guaranteed investment contracts: distributed and undistributed excess return. Zbl 1092.91053
Miltersen, Kristian R.; Persson, Svein-Arne
38
2003
Commodity price modelling that matches current observables: a new approach. Zbl 1405.91645
Miltersen, K. R.
2
2003
Minimum rate of return guarantees: the Danish case. Zbl 1039.91040
Hansen, Mette; Miltersen, Kristian R.
26
2002
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework. Zbl 1028.91566
Miltersen, Kristian R.; Persson, Svein-Arne
19
1999
An arbitrage theory of the term structure of interest rates. Zbl 0818.90008
Miltersen, Kristian R.
5
1994
all top 5

Cited by 134 Authors

5 Kling, Alexander
4 Hieber, Peter
4 Lindset, Snorre
3 Ballotta, Laura
3 Gatzert, Nadine
3 Graf, Stefan
3 le Courtois, Olivier
3 Løchte Jørgensen, Peter
3 Quittard-Pinon, François M.
3 Steffensen, Mogens
2 Bauer, Daniel J.
2 Bernard, Carole L.
2 Bohnert, Alexander
2 Cerqueti, Roy
2 Chen, An
2 Consiglio, Andrea
2 Gerstner, Thomas
2 Griebel, Michael
2 Haberman, Steven
2 Holtz, Markus
2 Kiesel, Rüdiger
2 Kleinow, Torsten
2 Mahayni, Antje
2 Miltersen, Kristian R.
2 Reuß, Andreas
2 Rödel, Karen Tanja
2 Ruß, Jochen
2 Schmeiser, Hato
2 Shibata, Takashi
2 Ventura, Marco
2 Zemp, Alexandra
1 Andersen, Leif B. G.
1 Bacinello, Anna Rita
1 Bakken, Henrik
1 Benth, Fred Espen
1 Bienek, Tobias
1 Brandão, Luiz E.
1 Branger, Nicole
1 Burkhart, Tobias
1 Çanakoğlu, Ethem
1 Chevalier-Roignant, Benoît
1 Chronopoulos, Michail
1 Cocco, Flavio
1 Coleman, Thomas F.
1 De Giovanni, Domenico
1 de Melo, Eduardo Fraga L.
1 De Reyck, Bert
1 Degraeve, Zeger
1 Deng, Guangjun
1 Devolder, Pierre
1 Dyer, James S.
1 Eckert, Jonas
1 Eling, Martin
1 Esposito, Giorgia
1 Faust, Roger
1 Fernandes, Gláucia
1 Flath, Christoph M.
1 Fleten, Stein-Erik
1 Goldys, Beniamin
1 Goschnick, Ralf
1 Grosen, Anders
1 Grushka-Cockayne, Yael
1 Gulpinar, Nalan
1 Haep, Marcus
1 Hainaut, Donatien
1 Hanna, Vanessa
1 Hansen, Mette Gerster
1 Hening, Alexandru
1 Hinnerich, Mia
1 Holder, Stefan
1 Hsu, Jason C.
1 Huchzermeier, Arnd
1 Iwaki, Hideki
1 Janczura, Joanna
1 Kassberger, Stefan
1 Kettunen, Janne
1 Ky Quan Tran
1 Le Courtis, Olivier A.
1 Li, Yuying
1 Liebmann, Thomas
1 Lucas, Nathalie
1 Lund, Arne-Christian
1 Ma, Jin
1 Maier, Sebastian
1 Marazzina, Daniele
1 Maurer, Raimond H.
1 Mendes, Beatriz Vaz de Melo
1 Meng, Rujing
1 Musiela, Marek
1 Nakagawa, Hidetoshi
1 Natolski, Jan
1 Norberg, Ragnar
1 Nordahl, Helge A.
1 Olson, Lars Hesstvedt
1 Pachamanova, Dessislava A.
1 Patron, Maria-Cristina
1 Pelsser, Antoon A. J.
1 Persson, Svein-Arne
1 Pflug, Georg Ch.
1 Piterbarg, Vladimir V.
...and 34 more Authors

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