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Allan Mortensen · Study

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Allan Mortensen

3 works· latest 2006· 2 institutionscluster: provisional

h-index3

i103

Citations175

Works here3

04

05

06

Most cited in this library

Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models2006 · 112 citations
On the Pricing of Step-Up Bonds in the European Telecom Sector2004 · 34 citations
Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models2005 · 29 citations

Works

3 shown

Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models

The Journal of Derivatives·2006·1 author

112citations

Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models

SSRN Electronic Journal·2005·1 author·preprint·Open access

29citations

On the Pricing of Step-Up Bonds in the European Telecom Sector

SSRN Electronic Journal·2004·2 authors·preprint·Open access

34citations