No 2004-11: On a class of adjustable rate mortgage loans subject to a strict balance principle
Bjarne Astrup Jensen
No 2004-10: Energy Options in an HJM Framework
Thomas Lyse Hansen and Bjarne Astrup Jensen
No 2004-9: On the Pricing of Step-Up Bonds in the European Telecom Sector
David Lando and Allan Mortensen
No 2004-8: Dynamic asset allocation and latent variables
Carsten Sørensen and Anders Bjerre Trolle
No 2004-7: Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen and Peter Raahauge
No 2004-6: Modelling Callable Annuity Bonds with Interest-Only Optionality
Anders Holst and Morten Nalholm
No 2004-5: Higher-Order Finite Element Solutions of Option Prices
Peter Raahauge
No 2004-4: Upper Bounds on Numerical Approximation Errors
Peter Raahauge
No 2004-3: Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
No 2004-2: Bestyrelsessammensætning og finansiel performance i danske børsnoterede virksomheder
Casper Rose
No 2004-1: The Differences Between Stock Splits and Stock Dividends
Ken L. Bechmann and Johannes Raaballe
Questions (including download problems) about the papers in this series should be directed to Lars Nondal ()
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