Concepedia

Asbjørn T. Hansen

AT

4

Publications

189

Citations

4

H-Index

1998

Active since

Affiliations

Aarhus University(Current)

Asbjørn T. Hansen is an author at Aarhus University specializing in option pricing, financial engineering, and business.

Top concepts

Publications per year

1998–2000

4

Publications

4

Analytical Valuation of American-Style Asian Options

Asbjørn T. Hansen, Peter Løchte Jørgensen · Management Science · 2000 · 83 citations

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A simple regime switching term structure model

Asbjørn T. Hansen, Rolf Poulsen · Finance and Stochastics · 2000 · 57 citations

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

Asbjørn T. Hansen, Peter Løchte Jørgensen · SSRN Electronic Journal · 1998 · 31 citations · Full text

Analytical Valuation of American-Style Asian Options

Peter Løchte Jørgensen, Asbjørn T. Hansen · SSRN Electronic Journal · 1998 · 18 citations · Full text

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