| Closed form solutions for term structure derivatives with log‐normal interest rates KR Miltersen, K Sandmann, D Sondermann The Journal of Finance 52 (1), 409-430, 1997 | 771 | 1997 |
| Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates KR Miltersen, ES Schwartz Journal of financial and quantitative analysis 33 (1), 33-59, 1998 | 389 | 1998 |
| R&D investments with competitive interactions KR Miltersen, ES Schwart Review of Finance 8 (3), 355-401, 2004 | 177 | 2004 |
| Guaranteed investment contracts: distributed and undistributed excess return KR Miltersen, SA Persson Scandinavian Actuarial Journal 2003 (4), 257-279, 2003 | 168 | 2003 |
| Minimum rate of return guarantees: the Danish case M Hansen, KR Miltersen Scandinavian Actuarial Journal 2002 (4), 280-318, 2002 | 132 | 2002 |
| Pricing rate of return guarantees in a Heath–Jarrow–Morton framework KR Miltersen, SA Persson Insurance: Mathematics and Economics 25 (3), 307-325, 1999 | 102 | 1999 |
| Is mortality dead? Stochastic forward force of mortality rate determined by no arbitrage KR Miltersen, SA Persson Working paper, 2005 | 94 | 2005 |
| Commodity price modelling that matches current observables: A new approach KR Miltersen Taylor & Francis Group 3 (1), 51-58, 2003 | 82 | 2003 |
| Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates D Sondermann, K Miltersen Discussion Paper Serie B, 1994 | 70 | 1994 |
| Dynamic capital structure with callable debt and debt renegotiations PO Christensen, CR Flor, D Lando, KR Miltersen Norwegian School of Economics and Business Administration. Department of …, 2002 | 57 | 2002 |
| Dynamic capital structure with callable debt and debt renegotiations PO Christensen, CR Flor, D Lando, KR Miltersen Journal of Corporate Finance 29, 644-661, 2014 | 53 | 2014 |
| An arbitrage theory of the term structure of interest rates KR Miltersen The annals of applied probability, 953-967, 1994 | 33 | 1994 |
| Real options with uncertain maturity and competition KR Miltersen, ES Schwartz National Bureau of Economic Research, 2007 | 30 | 2007 |
| State-dependent realignments in target zone currency regimes PO Christensen, D Lando, KR Miltersen Københavns Universitet. Institute of Mathematical Statistics, 1996 | 25 | 1996 |
| International comparison of interest rate guarantees in life insurance JD Cummins, KR Miltersen, SA Persson Norwegian School of Economics and Business Administration. Department of …, 2004 | 20 | 2004 |
| Valuation of natural resource investments with stochastic convenience yields and interest rates KR Miltersen Project Flexibility, Agency, and Competition: New Development in the Theory …, 2000 | 17 | 2000 |
| A note on interest rate guarantees and bonus: The Norwegian Case KR Miltersen, SA Persson A:= A 1 (9), 1, 2000 | 14 | 2000 |
| Dynamic spanning in the consumption-based capital asset pricing model PO Christensen, SE Graversen, KR Miltersen Review of Finance 4 (2), 129-156, 2000 | 12 | 2000 |
| Risky corporate debt with finite maturity K Miltersen, W Torous Working paper, 2007 | 8 | 2007 |
| Mathematical methods and models in finance KR Miltersen SimCorp AS, Norwegian School of Economics and Business Administration, 2003 | 8 | 2003 |
Eduardo SchwartzRyan Beedie Chair in Finance Simon Fraser Universitysfu.ca의 이메일 확인됨
