Concepedia

J. Aase Nielsen

JA

Statistics

Publications

6

Citations

190

H-Index

6

Active since

1995

Affiliations

Aarhus University(Current)

University of Bonn

J. Aase Nielsen is an author at Aarhus University specializing in business, finance, and option pricing.

Top concepts

Publications per year

1995–2016

6

Publications

6

Equity-linked life insurance: A model with stochastic interest rates

J. Aase Nielsen, Klaus Sandmann · Insurance Mathematics and Economics · 1995 · 101 citations

, , +7

Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts

J. Aase Nielsen, Klaus Sandmann · The Geneva Risk and Insurance Review · 1996 · 25 citations

, , +6

The pricing of Asian options under stochastic interest rates

J. Aase Nielsen, Klaus Sandmann · Applied Mathematical Finance · 1996 · 24 citations

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How suboptimal are linear sharing rules?

Bjarne Astrup Jensen, J. Aase Nielsen · Annals of Finance · 2016 · 18 citations · Full text

, , +7

Pricing Bounds on Asian Options

J. Aase Nielsen, Klaus Sandmann · Journal of Financial and Quantitative Analysis · 2003 · 12 citations · Full text

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