Concepedia

Kristian R. Miltersen

KR

Statistics

Publications

14

Citations

1.4K

H-Index

13

Active since

1994

Affiliations

Copenhagen Business School(Current)

Norwegian School of Economics

National Bureau of Economic Research

University of Southern Denmark

Anderson University - South Carolina

Kristian R. Miltersen is an author at Copenhagen Business School specializing in finance, business, and economics.

Top concepts

Publications per year

1994–2013

14

Publications

14

Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates

Kristian R. Miltersen, Klaus Sandmann, Dieter Sondermann · The Journal of Finance · 1997 · 585 citations

, , +10

Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates

Kristian R. Miltersen, Eduardo S. Schwartz · Journal of Financial and Quantitative Analysis · 1998 · 260 citations

Guaranteed Investment Contracts: Distributed and Undistributed Excess Return

Kristian R. Miltersen, Svein‐Arne Persson · Scandinavian Actuarial Journal · 2003 · 116 citations

Minimum Rate of Return Guarantees: The Danish Case

Mette Weinreich Hansen, Kristian R. Miltersen · Scandinavian Actuarial Journal · 2002 · 103 citations

, , +9

R&D Investments with Competitive Interactions

Kristian R. Miltersen, Eduardo S. Schwart · European Finance Review · 2004 · 71 citations · Full text

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