| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Big data analytics: an aid to detection of non-technical losses in power utilities
|
Micheli, Giovanni
|
|
2018
|
16 |
1-2 |
p. 329-343
|
artikel
|
| 2 |
Blocks of coordinates, stochastic programming, and markets
|
Flåm, Sjur Didrik
|
|
2018
|
16 |
1-2 |
p. 3-16
|
artikel
|
| 3 |
Calibration of one-factor and two-factor Hull–White models using swaptions
|
Russo, Vincenzo
|
|
2018
|
16 |
1-2 |
p. 275-295
|
artikel
|
| 4 |
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
|
Nardon, Martina
|
|
2018
|
16 |
1-2 |
p. 249-274
|
artikel
|
| 5 |
Identifying systemically important financial institutions: a network approach
|
Rovira Kaltwasser, Pablo
|
|
2018
|
16 |
1-2 |
p. 155-185
|
artikel
|
| 6 |
Multistage portfolio optimization with multivariate dominance constraints
|
Petrová, Barbora
|
|
2018
|
16 |
1-2 |
p. 17-46
|
artikel
|
| 7 |
On the construction of hourly price forward curves for electricity prices
|
Kiesel, Rüdiger
|
|
2018
|
16 |
1-2 |
p. 345-369
|
artikel
|
| 8 |
Optimal strategies with option compensation under mean reverting returns or volatilities
|
Herzel, Stefano
|
|
2017
|
16 |
1-2 |
p. 47-69
|
artikel
|
| 9 |
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
|
Consigli, Giorgio
|
|
2018
|
16 |
1-2 |
p. 129-154
|
artikel
|
| 10 |
Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models
|
Goudenege, Ludovic
|
|
2018
|
16 |
1-2 |
p. 217-248
|
artikel
|
| 11 |
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
|
Hitaj, Asmerilda
|
|
2018
|
16 |
1-2 |
p. 71-95
|
artikel
|
| 12 |
Simulation and evaluation of the distribution of interest rate risk
|
Hagenbjörk, Johan
|
|
2018
|
16 |
1-2 |
p. 297-327
|
artikel
|
| 13 |
Tempered stable process, first passage time, and path-dependent option pricing
|
Kim, Young Shin
|
|
2018
|
16 |
1-2 |
p. 187-215
|
artikel
|
| 14 |
14th International Conference on Computational Management Science
|
Giacometti, Rosella
|
|
2019
|
16 |
1-2 |
p. 1-2
|
artikel
|
| 15 |
Timing portfolio strategies with exponential Lévy processes
|
Ortobelli Lozza, Sergio
|
|
2018
|
16 |
1-2 |
p. 97-127
|
artikel
|
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