nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Asymptotic analysis of utility-based hedging strategies for small number of contingent claims
|
Kramkov, D. |
|
2007 |
117 |
11 |
p. 1606-1620 15 p. |
artikel |
2 |
Computing strategies for achieving acceptability: A Monte Carlo approach
|
Pal, Soumik |
|
2007 |
117 |
11 |
p. 1587-1605 19 p. |
artikel |
3 |
Contents
|
|
|
2007 |
117 |
11 |
p. vii- 1 p. |
artikel |
4 |
Editorial Board
|
|
|
2007 |
117 |
11 |
p. IFC- 1 p. |
artikel |
5 |
Horizon-unbiased utility functions
|
Henderson, Vicky |
|
2007 |
117 |
11 |
p. 1621-1641 21 p. |
artikel |
6 |
Malliavin Greeks without Malliavin calculus
|
Chen, Nan |
|
2007 |
117 |
11 |
p. 1689-1723 35 p. |
artikel |
7 |
Preface
|
Protter, Philip |
|
2007 |
117 |
11 |
p. v- 1 p. |
artikel |
8 |
Restructuring risk in credit default swaps: An empirical analysis
|
Berndt, Antje |
|
2007 |
117 |
11 |
p. 1724-1749 26 p. |
artikel |
9 |
Robust utility maximization with limited downside risk in incomplete markets
|
Gundel, Anne |
|
2007 |
117 |
11 |
p. 1663-1688 26 p. |
artikel |
10 |
Stability of utility-maximization in incomplete markets
|
Larsen, Kasper |
|
2007 |
117 |
11 |
p. 1642-1662 21 p. |
artikel |