Jesper Andreasen

Static Replication of Barrier Options: Some General Results

Leif B. G. Andersen, Jesper Andreasen, David A. Eliezer, 2000 .

ZABR -- Expansions for the Masses

Jesper Andreasen, Brian Norsk Huge, 2011 .

The passport option

Leif B. G. Andersen, Jesper Andreasen, Rupert Brotherton-Ratcliffe, 1998 .

Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Pricing

Jesper Andreasen, Leif Andersen, J. Andreasen, 1999 .