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Jørgen Aase Nielsen · Study

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Jørgen Aase Nielsen

4 works· latest 2003· 1 institutionscluster: provisional

h-index4

i104

Citations244

Works here4

95

96

02

03

Most cited in this library

Pricing Bounds on Asian Options2003 · 104 citations
Equity-linked life insurance: A model with stochastic interest rates1995 · 92 citations
The pricing of Asian options under stochastic interest rates1996 · 27 citations
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options2002 · 21 citations

Works

4 shown

Pricing Bounds on Asian Options

Journal of Financial and Quantitative Analysis·2003·2 authors·Open access

104citations

Pricing of Asian exchange rate options under stochastic interest rates as a sum of options

Finance and Stochastics·2002·2 authors·Open access

21citations

The pricing of Asian options under stochastic interest rates

Applied Mathematical Finance·1996·2 authors·Open access

27citations

Equity-linked life insurance: A model with stochastic interest rates

Insurance Mathematics and Economics·1995·2 authors·Open access

92citations