M. S. Jensen

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. S. Jensen trusts overall

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

  1. Francis A. Longstaff
  2. Eduardo S. Schwartz
  3. Leif Andersen

Who trusts M. S. Jensen overall

  1. Friedrich Hubalek
  2. Morten Ørregaard Nielsen

Papers from M. S. Jensen's perspective

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

  1. Valuing American Options by Simulation: A Simple Least-Squares Approach
  2. Post-'87 crash fears in the S&P 500 futures option market
  3. The Term Structure of Interest Rates as a Random Field
  4. Quasi-Random Sequences and Their Discrepancies
  5. The Pricing of Options and Corporate Liabilities
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Specification Analysis of Affine Term Structure Models
  8. Term premia and interest rate forecasts in affine models
  9. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  10. Equilibrium Forward Curves for Commodities

Their papers