K. Miltersen

Finance · 2002–2004

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom K. Miltersen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Francis A. Longstaff
  2. Anders Grosen
  3. B. Lambrecht
  4. Eduardo S. Schwartz
  5. Steven R. Grenadier
  6. P. L. Jørgensen
  7. Grzegorz Pawlina
  8. Mette Hansen

Who trusts K. Miltersen overall

  1. Anna Rita Bacinello
  2. Daniel Bauer
  3. René A. Carmona
  4. Anders B. Trolle
  5. Laura Ballotta
  6. Steven Haberman
  7. Rüdiger Kiesel

Papers from K. Miltersen's perspective

Ordered by how strongly the researchers K. Miltersen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms
  3. The Impact of Debt Financing on Entry and Exit in a Duopoly
  4. Valuing American Options by Simulation: A Simple Least-Squares Approach
  5. Real options and preemption under incomplete information
  6. Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?
  7. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
  8. Minimum Rate of Return Guarantees: The Danish Case
  9. Post-'87 crash fears in the S&P 500 futures option market
  10. The Term Structure of Interest Rates as a Random Field

Their papers