nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
American options with stochastic dividends and volatility: A nonparametric investigation
|
Broadie, Mark |
|
2000 |
94 |
1-2 |
p. 53-92 40 p. |
artikel |
2 |
Bayesian analysis of contingent claim model error
|
Jacquier, Eric |
|
2000 |
94 |
1-2 |
p. 145-180 36 p. |
artikel |
3 |
Econometric specification of the risk neutral valuation model
|
Clement, E. |
|
2000 |
94 |
1-2 |
p. 117-143 27 p. |
artikel |
4 |
Editorial
|
|
|
2000 |
94 |
1-2 |
p. 1-7 7 p. |
artikel |
5 |
Nonparametric risk management and implied risk aversion
|
Aı̈t-Sahalia, Yacine |
|
2000 |
94 |
1-2 |
p. 9-51 43 p. |
artikel |
6 |
Post-'87 crash fears in the S&P 500 futures option market
|
Bates, David S. |
|
2000 |
94 |
1-2 |
p. 181-238 58 p. |
artikel |
7 |
Pricing and hedging derivative securities with neural networks and a homogeneity hint
|
Garcia, René |
|
2000 |
94 |
1-2 |
p. 93-115 23 p. |
artikel |
8 |
Pricing and hedging long-term options
|
Bakshi, Gurdip |
|
2000 |
94 |
1-2 |
p. 277-318 42 p. |
artikel |
9 |
Regime switching in foreign exchange rates:
|
Bollen, Nicolas P.B. |
|
2000 |
94 |
1-2 |
p. 239-276 38 p. |
artikel |