19982019
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Research Output 1998 2019

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Working paper
2006

On Volatility Induced Stationarity for Stochastic Differential Equations

Albin, J. M. P., Astrup Jensen, B., Muszta, A. & Richter, M., 2006, København, 34 p.

Research output: Working paperResearch

2005

Term Structure Models with Parallel and Proportional Shifts

Armerin, F., Björk, T. & Astrup Jensen, B., 2005, København: Copenhagen Business School [wp], 23 p.

Research output: Working paperResearch

2004

Energy Options in an HJM Framework

Lyse Hansen, T. & Astrup Jensen, B., 2004, København, 38 p.

Research output: Working paperResearch

1999

On Makeham´s formula and fixed income mathematics

Astrup Jensen, B., 1999, København: Copenhagen Business School [wp], 22 p.

Research output: Working paperResearch