| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Alternative models for stock price dynamics
|
Chernov, Mikhail
|
|
2003
|
116 |
1-2 |
p. 225-257
33 p.
|
artikel
|
| 2 |
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
|
Jagannathan, Ravi
|
|
2003
|
116 |
1-2 |
p. 113-146
34 p.
|
artikel
|
| 3 |
Author index to volume 116
|
|
|
2003
|
116 |
1-2 |
p. 405-
1 p.
|
artikel
|
| 4 |
Empirical assessment of an intertemporal option pricing model with latent variables
|
Garcia, René
|
|
2003
|
116 |
1-2 |
p. 49-83
35 p.
|
artikel
|
| 5 |
Empirical option pricing: a retrospection
|
Bates, David S.
|
|
2003
|
116 |
1-2 |
p. 387-404
18 p.
|
artikel
|
| 6 |
Empirical reverse engineering of the pricing kernel
|
Chernov, Mikhail
|
|
2003
|
116 |
1-2 |
p. 329-364
36 p.
|
artikel
|
| 7 |
Estimation of risk-neutral densities using positive convolution approximation
|
Bondarenko, Oleg
|
|
2003
|
116 |
1-2 |
p. 85-112
28 p.
|
artikel
|
| 8 |
Frontiers of financial econometrics and financial engineering
|
Ghysels, Eric
|
|
2003
|
116 |
1-2 |
p. 1-7
7 p.
|
artikel
|
| 9 |
IFC - Inside Front Cover - Editorial Board
|
|
|
2003
|
116 |
1-2 |
p. IFC-
1 p.
|
artikel
|
| 10 |
Nonparametric option pricing under shape restrictions
|
Aı̈t-Sahalia, Yacine
|
|
2003
|
116 |
1-2 |
p. 9-47
39 p.
|
artikel
|
| 11 |
On the functional estimation of jump–diffusion models
|
Bandi, Federico M.
|
|
2003
|
116 |
1-2 |
p. 293-328
36 p.
|
artikel
|
| 12 |
Portfolio choice with endogenous utility: a large deviations approach
|
Stutzer, Michael
|
|
2003
|
116 |
1-2 |
p. 365-386
22 p.
|
artikel
|
| 13 |
Purebred or hybrid?: Reproducing the volatility in term structure dynamics
|
Ahn, Dong-Hyun
|
|
2003
|
116 |
1-2 |
p. 147-180
34 p.
|
artikel
|
| 14 |
Spectral GMM estimation of continuous-time processes
|
Chacko, George
|
|
2003
|
116 |
1-2 |
p. 259-292
34 p.
|
artikel
|
| 15 |
The dynamics of stochastic volatility: evidence from underlying and options markets
|
Jones, Christopher S.
|
|
2003
|
116 |
1-2 |
p. 181-224
44 p.
|
artikel
|
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