Asbjørn T. Hansen

Analytical Valuation of American-Style Asian Options

Peter Løchte Jørgensen, Asbjørn T. Hansen, 2000 .

Analytical Valuation of American-Style Asian Options

Peter Løchte Jørgensen, Asbjørn T. Hansen, 2000 .

Fast and accurate analytical approximation of bond prices when short interest rates are lognormal

Peter Løchte Jørgensen, Asbjørn T. Hansen, 2000 .

A simple regime switching term structure model

Rolf Poulsen, Asbjørn T. Hansen, R. Poulsen, 2000, Finance Stochastics.

Exact Analytical Valuation of Bonds When Spot Interest Rates are Log-Normal

Peter Løchte Jørgensen, Asbjørn T. Hansen, 1998 .