Concepedia
Statistics
Publications
1
Citations
32
H-Index
Active since
2006
Per Frederiksen is an author specializing in no-arbitrage term structure models, asset pricing, and defaultable term structure models.
Publications per year
2006–2006
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Esben Høg, Per Frederiksen · 2006 · 32 citations · Full text
Engineering, Finance, Mathematics +17
1–1 of 1