| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An Optimal Trading Rule Under a Switchable Mean-Reversion Model
|
Nguyen, Duy
|
|
2013
|
161 |
1 |
p. 145-163
|
artikel
|
| 2 |
A Robust Spectral Method for Solving Heston’s Model
|
Ngounda, E.
|
|
2013
|
161 |
1 |
p. 164-178
|
artikel
|
| 3 |
Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions
|
Sun, Hailin
|
|
2012
|
161 |
1 |
p. 257-284
|
artikel
|
| 4 |
Characterization of the Value Process in Robust Efficient Hedging
|
Hernández-Hernández, Daniel
|
|
2012
|
161 |
1 |
p. 56-75
|
artikel
|
| 5 |
Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process
|
Czarna, Irmina
|
|
2013
|
161 |
1 |
p. 239-256
|
artikel
|
| 6 |
Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model
|
Bielecki, Tomasz R.
|
|
2013
|
161 |
1 |
p. 90-102
|
artikel
|
| 7 |
Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty
|
Øksendal, Bernt
|
|
2012
|
161 |
1 |
p. 22-55
|
artikel
|
| 8 |
Heston Model: The Variance Swap Calibration
|
Guillaume, Florence
|
|
2013
|
161 |
1 |
p. 76-89
|
artikel
|
| 9 |
Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm
|
Le Thi, Hoai An
|
|
2012
|
161 |
1 |
p. 199-224
|
artikel
|
| 10 |
Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data
|
Bose, Christopher
|
|
2013
|
161 |
1 |
p. 285-307
|
artikel
|
| 11 |
Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics
|
Kung, James J.
|
|
2013
|
161 |
1 |
p. 225-238
|
artikel
|
| 12 |
Portfolio Selection: A Review
|
Detemple, Jérôme
|
|
2012
|
161 |
1 |
p. 1-21
|
artikel
|
| 13 |
Recent Developments in Robust Portfolios with a Worst-Case Approach
|
Kim, Jang Ho
|
|
2013
|
161 |
1 |
p. 103-121
|
artikel
|
| 14 |
Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options
|
Guigues, V.
|
|
2013
|
161 |
1 |
p. 179-198
|
artikel
|
| 15 |
Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model
|
Wang, Yang
|
|
2013
|
161 |
1 |
p. 122-144
|
artikel
|
| 16 |
Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs
|
Filomena, Tiago P.
|
|
2013
|
161 |
1 |
p. 308-329
|
artikel
|
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