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Asbjørn T. Hansen · Study
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Asbjørn T. Hansen
3 works
· latest 2000
· 1 institutions
cluster: provisional
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Citations
163
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Most cited in this library
Analytical Valuation of American-Style Asian Options
2000 · 81 citations
A simple regime switching term structure model
2000 · 54 citations
Exact Analytical Valuation of Bonds When Spot Interest Rates are Log-Normal
1998 · 28 citations
Works
3 shown
Analytical Valuation of American-Style Asian Options
Management Science
·
2000
·
2 authors
81
citations
A simple regime switching term structure model
Finance and Stochastics
·
2000
·
2 authors
54
citations
Exact Analytical Valuation of Bonds When Spot Interest Rates are Log-Normal
SSRN Electronic Journal
·
1998
·
2 authors
·
preprint
·
Open access
28
citations