19982020

Research output per year

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Research Output

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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., Jun 2006, Frederiksberg: Danish Center for Accounting and Finance (D-CAF), 34 p. (D-CAF Working Paper; No. 10).

Research output: Working paperResearch

Open Access
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2 Downloads (Pure)
2005

Term Structure Models with Parallel and Proportional Shifts

Armerin, F., Björk, T. & Astrup Jensen, B., 2005, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 18 p. (Working Papers / Department of Finance. Copenhagen Business School; No. 2005-5).

Research output: Working paperResearch

Open Access
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19 Downloads (Pure)
2004

Energy Options in an HJM Framework

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

Research output: Working paperResearch

Open Access
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16 Downloads (Pure)

On a Class of Adjustable Rate Mortgage Loans Subject to a Strict Balance Principle

Astrup Jensen, B., 2004, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 37 p. (Working Papers / Department of Finance. Copenhagen Business School; No. 2004-11).

Research output: Working paperResearch

Open Access
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2002

On Valuation Before and After Tax in No Arbitrage Models: Tax Neutrality in the Discrete Time Model

Astrup Jensen, B., 2002, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 24 p. (Working Papers / Department of Finance. Copenhagen Business School; No. 2002-1).

Research output: Working paperResearch

Open Access
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1 Downloads (Pure)
2000

Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who?

Astrup Jensen, B. & Sørensen, C., 2000, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 29 p. (Working Papers / Department of Finance. Copenhagen Business School; No. 2000-1).

Research output: Working paperResearch

Open Access
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17 Downloads (Pure)
1999

On Makeham´s formula and fixed income mathematics

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

Research output: Working paperResearch

Open Access
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