| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
|
Cuchiero, Christa
|
|
2015
|
19 |
4 |
p. 743-761
|
artikel
|
| 2 |
Aggregation-robustness and model uncertainty of regulatory risk measures
|
Embrechts, Paul
|
|
2015
|
19 |
4 |
p. 763-790
|
artikel
|
| 3 |
An optimal consumption problem in finite time with a constraint on the ruin probability
|
Grandits, Peter
|
|
2015
|
19 |
4 |
p. 791-847
|
artikel
|
| 4 |
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach
|
Li, Lingfei
|
|
2015
|
19 |
4 |
p. 941-977
|
artikel
|
| 5 |
Dynamic credit investment in partially observed markets
|
Capponi, Agostino
|
|
2015
|
19 |
4 |
p. 891-939
|
artikel
|
| 6 |
How non-arbitrage, viability and numéraire portfolio are related
|
Choulli, Tahir
|
|
2015
|
19 |
4 |
p. 719-741
|
artikel
|
| 7 |
Pricing and hedging Asian-style options on energy
|
Benth, Fred Espen
|
|
2015
|
19 |
4 |
p. 849-889
|
artikel
|
| 8 |
RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing
|
Ivanov, Roman V.
|
|
2015
|
19 |
4 |
p. 979-993
|
artikel
|
| 9 |
The existence of dominating local martingale measures
|
Imkeller, Peter
|
|
2015
|
19 |
4 |
p. 685-717
|
artikel
|
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