| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Asymmetric Information in Fads Models
|
Guasoni, Paolo
|
|
2006
|
10 |
2 |
p. 159-177
|
artikel
|
| 2 |
Asymmetric Information in Fads Models
|
Guasoni, Paolo
|
|
|
10 |
2 |
p. 159-177
|
artikel
|
| 3 |
Call Completeness Implies Completeness in the n-period Model of a Financial Market
|
Rogge, Lothar
|
|
2006
|
10 |
2 |
p. 298-301
|
artikel
|
| 4 |
Call Completeness Implies Completeness in the n-period Model of a Financial Market
|
Rogge, Lothar
|
|
|
10 |
2 |
p. 298-301
|
artikel
|
| 5 |
Comparison of Option Prices in Semimartingale Models
|
Bergenthum, Jan
|
|
2006
|
10 |
2 |
p. 222-249
|
artikel
|
| 6 |
Comparison of Option Prices in Semimartingale Models
|
Bergenthum, Jan
|
|
|
10 |
2 |
p. 222-249
|
artikel
|
| 7 |
Consistent Variance Curve Models
|
Buehler, Hans
|
|
2006
|
10 |
2 |
p. 178-203
|
artikel
|
| 8 |
Consistent Variance Curve Models
|
Buehler, Hans
|
|
|
10 |
2 |
p. 178-203
|
artikel
|
| 9 |
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
|
Bouchard, Bruno
|
|
2006
|
10 |
2 |
p. 276-297
|
artikel
|
| 10 |
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
|
Bouchard, Bruno
|
|
|
10 |
2 |
p. 276-297
|
artikel
|
| 11 |
Optimal Early Retirement Near the Expiration of a Pension Plan
|
Chevalier, E.
|
|
2006
|
10 |
2 |
p. 204-221
|
artikel
|
| 12 |
Optimal Early Retirement Near the Expiration of a Pension Plan
|
Chevalier, E.
|
|
|
10 |
2 |
p. 204-221
|
artikel
|
| 13 |
Option Pricing for Pure Jump Processes with Markov Switching Compensators
|
Elliott, Robert J.
|
|
2006
|
10 |
2 |
p. 250-275
|
artikel
|
| 14 |
Option Pricing for Pure Jump Processes with Markov Switching Compensators
|
Elliott, Robert J.
|
|
|
10 |
2 |
p. 250-275
|
artikel
|
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