| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
|
De Angelis, Paolo
|
|
|
45 |
1 |
p. 415-446
|
artikel
|
| 2 |
A new class of multidimensional Wishart-based hybrid models
|
La Bua, Gaetano
|
|
|
45 |
1 |
p. 209-239
|
artikel
|
| 3 |
Beating the market? A mathematical puzzle for market efficiency
|
Baumann, Michael Heinrich
|
|
|
45 |
1 |
p. 279-325
|
artikel
|
| 4 |
Bias-optimal vol-of-vol estimation: the role of window overlapping
|
Toscano, Giacomo
|
|
|
45 |
1 |
p. 137-185
|
artikel
|
| 5 |
Calibration to FX triangles of the 4/2 model under the benchmark approach
|
Gnoatto, Alessandro
|
|
|
45 |
1 |
p. 1-34
|
artikel
|
| 6 |
Complex dynamics in the market for loans
|
Mukherji, Nivedita
|
|
|
45 |
1 |
p. 83-99
|
artikel
|
| 7 |
Correction to: Semi-analytical prices for lookback and barrier options under the Heston model
|
De Gennaro Aquino, Luca
|
|
|
45 |
1 |
p. 447-449
|
artikel
|
| 8 |
Expressions of forward starting option price in Hull–White stochastic volatility model
|
Hata, Hiroaki
|
|
|
45 |
1 |
p. 101-135
|
artikel
|
| 9 |
Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption
|
Gatabazi, P.
|
|
|
45 |
1 |
p. 327-341
|
artikel
|
| 10 |
Long versus short time scales: the rough dilemma and beyond
|
Garcin, Matthieu
|
|
|
45 |
1 |
p. 257-278
|
artikel
|
| 11 |
Monetary risk measures for stochastic processes via Orlicz duality
|
Kountzakis, Christos E.
|
|
|
45 |
1 |
p. 35-56
|
artikel
|
| 12 |
Option pricing: a yet simpler approach
|
Talponen, Jarno
|
|
|
45 |
1 |
p. 57-81
|
artikel
|
| 13 |
Performance measurement with expectiles
|
Rossello, Damiano
|
|
|
45 |
1 |
p. 343-374
|
artikel
|
| 14 |
Portfolio choice in the model of expected utility with a safety-first component
|
Jansen, Dennis W.
|
|
|
45 |
1 |
p. 187-207
|
artikel
|
| 15 |
Production and hedging under correlated price and background risks
|
Wong, Kit Pong
|
|
|
45 |
1 |
p. 241-256
|
artikel
|
| 16 |
Ramsey rule with forward/backward utility for long-term yield curves modeling
|
El Karoui, Nicole
|
|
|
45 |
1 |
p. 375-414
|
artikel
|
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