nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Arbitrage in markets with bid-ask spreads
|
Rola, Przemysław |
|
2015 |
11 |
3-4 |
p. 453-475 |
artikel |
2 |
Bounds for path-dependent options
|
Brown, Donald J. |
|
2015 |
11 |
3-4 |
p. 433-451 |
artikel |
3 |
Credit risk and contagion via self-exciting default intensity
|
Elliott, Robert J. |
|
2015 |
11 |
3-4 |
p. 319-344 |
artikel |
4 |
Diversity-weighted portfolios with negative parameter
|
Vervuurt, Alexander |
|
2015 |
11 |
3-4 |
p. 411-432 |
artikel |
5 |
Evidence on exercise pricing in CEO option grants in two countries
|
Canil, Jean M. |
|
2015 |
11 |
3-4 |
p. 383-410 |
artikel |
6 |
Financial innovation and risk: the role of information
|
Piazza, Roberto |
|
2015 |
11 |
3-4 |
p. 477-502 |
artikel |
7 |
Optimal investment in multidimensional Markov-modulated affine models
|
Neykova, Daniela |
|
2015 |
11 |
3-4 |
p. 503-530 |
artikel |
8 |
Optimization of relative arbitrage
|
Wong, Ting-Kam Leonard |
|
2015 |
11 |
3-4 |
p. 345-382 |
artikel |
9 |
Robustness of equilibrium in the Kyle model of informed speculation
|
Boulatov, Alex |
|
|
11 |
3-4 |
p. 297-318 |
artikel |
10 |
Robustness of equilibrium in the Kyle model of informed speculation
|
Boulatov, Alex |
|
2015 |
11 |
3-4 |
p. 297-318 |
artikel |