Henrik Dam

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All published works

Action	Title	Year	Authors
+ PDF Chat	Rational Models for Inflation-Linked Derivatives	2020	Henrik Dam Andrea Macrina David Skovmand David Sloth
+	Rational Models for Inflation-Linked Derivatives	2018	Henrik Dam Andrea Macrina David Skovmand David Sloth
+	Rational Models for Inflation-Linked Derivatives	2018	Henrik Dam Andrea Macrina David Skovmand David Sloth
+ PDF Chat	Rational Models for Inflation-Linked Derivatives	2018	Henrik Dam Andrea Macrina David Skovmand David Sloth

Common Coauthors

Coauthor	Papers Together
David Skovmand	4
David Sloth	4
Andrea Macrina	4

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets	2016	Christa Cuchiero Irene Klein Josef Teichmann	3
+ PDF Chat	Rational multi-curve models with counterparty-risk valuation adjustments	2015	Stéphane Crépey Andrea Macrina Mai Nguyen David Skovmand	3
+ PDF Chat	A Fourier Transform Method for Spread Option Pricing	2010	T. R. Hurd Zhuowei Zhou	3
+	Processes of normal inverse Gaussian type	1997	Ole E. Barndorff‐Nielsen	3
+ PDF Chat	Affine multiple yield curve models	2018	Christa Cuchiero Claudio Fontana Alessandro Gnoatto	3
+ PDF Chat	Consistent Valuation Across Curves Using Pricing Kernels	2018	Andrea Macrina Obeid Mahomed	2
+ PDF Chat	The affine inflation market models	2017	Stefan Waldenberger	2
+ PDF Chat	Lévy random bridges and the modelling of financial information	2010	Edward Hoyle Lane P. Hughston Andrea Macrina	2
+ PDF Chat	Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration	2015	Zorana Grbac Antonis Papapantoleon John Schoenmakers David Skovmand	2
+ PDF Chat	Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options	2012	M. J. Ruijter Cornelis W. Oosterlee	2
+ PDF Chat	Affine LIBOR models with multiple curves: theory, examples and calibration.	2015	Zorana Grbac Antonis Papapantoleon John Schoenmakers David Skovmand	1