nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Applications of randomized low discrepancy sequences to the valuation of complex securities
|
Tan, Ken Seng |
|
2000 |
24 |
11-12 |
p. 1747-1782 36 p. |
artikel |
2 |
Approximating payoffs and pricing formulas
|
Darolles, Serge |
|
2000 |
24 |
11-12 |
p. 1721-1746 26 p. |
artikel |
3 |
Binomial valuation of lookback options
|
Babbs, Simon |
|
2000 |
24 |
11-12 |
p. 1499-1525 27 p. |
artikel |
4 |
Computational Aspects of Complex Securities
|
Selby, Michaël J.P |
|
2000 |
24 |
11-12 |
p. 1491-1497 7 p. |
artikel |
5 |
Index
|
|
|
2000 |
24 |
11-12 |
p. 1883-1886 4 p. |
artikel |
6 |
Minimum-cost portfolio insurance
|
Aliprantis, C.D. |
|
2000 |
24 |
11-12 |
p. 1703-1719 17 p. |
artikel |
7 |
Nonparametric estimation of American options’ exercise boundaries and call prices
|
Broadie, Mark |
|
2000 |
24 |
11-12 |
p. 1829-1857 29 p. |
artikel |
8 |
On dynamic investment strategies
|
Cox, John C. |
|
2000 |
24 |
11-12 |
p. 1859-1880 22 p. |
artikel |
9 |
Optimal portfolio policies with borrowing and shortsale constraints
|
Teplá, Lucie |
|
2000 |
24 |
11-12 |
p. 1623-1639 17 p. |
artikel |
10 |
Option pricing and replication with transaction costs and dividends
|
Perrakis, Stylianos |
|
2000 |
24 |
11-12 |
p. 1527-1561 35 p. |
artikel |
11 |
PDE methods for pricing barrier options
|
Zvan, R. |
|
2000 |
24 |
11-12 |
p. 1563-1590 28 p. |
artikel |
12 |
Robust min–max portfolio strategies for rival forecast and risk scenarios
|
Rustem, Berç |
|
2000 |
24 |
11-12 |
p. 1591-1621 31 p. |
artikel |
13 |
The valuation of American barrier options using the decomposition technique
|
Gao, Bin |
|
2000 |
24 |
11-12 |
p. 1783-1827 45 p. |
artikel |
14 |
Valuation and martingale properties of shadow prices: An exposition
|
Foldes, Lucien |
|
2000 |
24 |
11-12 |
p. 1641-1701 61 p. |
artikel |