nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Asset pricing with heterogeneous beliefs
|
Basak, Suleyman |
|
2005 |
29 |
11 |
p. 2849-2881 33 p. |
artikel |
2 |
Credit risk modeling with affine processes
|
Duffie, Darrell |
|
2005 |
29 |
11 |
p. 2751-2802 52 p. |
artikel |
3 |
Editorial board
|
|
|
2005 |
29 |
11 |
p. CO2- 1 p. |
artikel |
4 |
From measure changes to time changes in asset pricing
|
Geman, Hélyette |
|
2005 |
29 |
11 |
p. 2701-2722 22 p. |
artikel |
5 |
Iddo Sarnat Award 2005
|
|
|
2005 |
29 |
11 |
p. iii- 1 p. |
artikel |
6 |
Intertemporal asset allocation: A comparison of methods
|
Detemple, Jérôme |
|
2005 |
29 |
11 |
p. 2821-2848 28 p. |
artikel |
7 |
Large traders, hidden arbitrage, and complete markets
|
Jarrow, Robert |
|
2005 |
29 |
11 |
p. 2803-2820 18 p. |
artikel |
8 |
Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
|
Buraschi, Andrea |
|
2005 |
29 |
11 |
p. 2883-2907 25 p. |
artikel |
9 |
The saga of the American put
|
Barone-Adesi, Giovanni |
|
2005 |
29 |
11 |
p. 2909-2918 10 p. |
artikel |
10 |
Thirty years of continuous-time finance
|
Barone-Adesi, Giovanni |
|
2005 |
29 |
11 |
p. 2699- 1 p. |
artikel |
11 |
Unspanned stochastic volatility and fixed income derivatives pricing
|
Casassus, Jaime |
|
2005 |
29 |
11 |
p. 2723-2749 27 p. |
artikel |