| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An object-oriented framework for valuing shout options on high-performance computer architectures
|
Windcliff, H.
|
|
2003
|
27 |
6 |
p. 1133-1161
29 p.
|
artikel
|
| 2 |
A nonparametric model for analysis of the EURO bond market
|
Abaffy, Jozsef
|
|
2003
|
27 |
6 |
p. 1113-1131
19 p.
|
artikel
|
| 3 |
Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990–1999
|
Blomvall, Jörgen
|
|
2003
|
27 |
6 |
p. 1099-1112
14 p.
|
artikel
|
| 4 |
Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
|
Cesari, Riccardo
|
|
2003
|
27 |
6 |
p. 987-1011
25 p.
|
artikel
|
| 5 |
Foreign exchange trading models and market behavior
|
Gençay, Ramazan
|
|
2003
|
27 |
6 |
p. 909-935
27 p.
|
artikel
|
| 6 |
Hedging options under transaction costs and stochastic volatility
|
Gondzio, Jacek
|
|
2003
|
27 |
6 |
p. 1045-1068
24 p.
|
artikel
|
| 7 |
High-performance computing for financial planning
|
Zenios, Stavros A.
|
|
2003
|
27 |
6 |
p. 907-908
2 p.
|
artikel
|
| 8 |
IFC - Editorial Board
|
|
|
2003
|
27 |
6 |
p. IFC-
1 p.
|
artikel
|
| 9 |
Monte Carlo computation of optimal portfolios in complete markets
|
Cvitanić, Jakša
|
|
2003
|
27 |
6 |
p. 971-986
16 p.
|
artikel
|
| 10 |
On-line portfolio selection using stochastic programming
|
Gaivoronski, Alexei A.
|
|
2003
|
27 |
6 |
p. 1013-1043
31 p.
|
artikel
|
| 11 |
Retirement saving with contribution payments and labor income as a benchmark for investments
|
Berkelaar, Arjan
|
|
2003
|
27 |
6 |
p. 1069-1097
29 p.
|
artikel
|
| 12 |
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
|
Tokat, Yesim
|
|
2003
|
27 |
6 |
p. 937-969
33 p.
|
artikel
|
Tijdschrift beschrijving