1. Back to the future;Jesper Andreasen;RISK,2005
2. An arbitrage model of the term structure of interest rates with stochastic volatility;J Andreasen;Proceedings of the French Finance Association AFFI 97,1997
3. At the flick of a switch;J Andreasen;Energy Risk,2006
4. A two-factor mean-revering model;D Beaglehole;RISK,2002
5. Mean reversion in equilibrium asset prices: evidence from the futures term structure;J Bessembinder;Journal of Finance,1995