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Kristensen, Dennis and Mele, Antonio (2011) Adding and subtracting Black-Scholes: a new approach to approximating derivative prices in continuous-time models. Journal of Financial Economics, 102 (2). pp. 390-415. ISSN 0304-405X
Linton, Oliver and Kristensen, Dennis (2006) A closed-form estimator for the GARCH(1,1)-Model. Econometric Theory, 22 (2). pp. 323-337. ISSN 0266-4666
Kristensen, Dennis (2004) Estimation in two classes of semiparametric diffusion models. Financial Markets Group Discussion Papers (500). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Kristensen, Dennis (2004) A semiparametric single-factor model of the term structure. Financial Markets Group Discussion Papers (501). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Kristensen, Dennis (2004) Estimation of partial differential equations with applications in finance. Financial Markets Group Discussion Papers (499). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Jeffrey, Andrew, Kristensen, Dennis, Linton, Oliver, Nguyen, Thong and Phillips, Peter C. B. (2004) Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models. Journal of Financial Econometrics, 2 (2). pp. 251-289. ISSN 1479-8409
