Mogens Steffensen
2002–2010
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Mogens Steffensen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Mogens Steffensen overall
Papers from Mogens Steffensen's perspective
Ordered by how strongly the researchers Mogens Steffensen trusts endorse each paper. Same corpus, a different order for every researcher.
- Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
- The Pricing of Options and Corporate Liabilities
- Options, Futures, and Other Derivatives
- Analytical Valuation of American-Style Asian Options
- Minimum Rate of Return Guarantees: The Danish Case
- The Impact of Debt Financing on Entry and Exit in a Duopoly
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Real options and preemption under incomplete information
- Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms
- Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?
Their papers
- Intervention options in life insurance (2002) — 48 citations
- Some Solvable Portfolio Problems with Quadratic and Collective Objectives (2010) — 61 citations