| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
|
Alòs, Elisa
|
|
2012
|
16 |
3 |
p. 403-422
|
artikel
|
| 2 |
An optimal stopping problem with a reward constraint
|
Detemple, Jérôme
|
|
2012
|
16 |
3 |
p. 423-448
|
artikel
|
| 3 |
Default times, no-arbitrage conditions and changes of probability measures
|
Coculescu, Delia
|
|
2012
|
16 |
3 |
p. 513-535
|
artikel
|
| 4 |
Forward rate models with linear volatilities
|
Barski, Michał
|
|
2011
|
16 |
3 |
p. 537-560
|
artikel
|
| 5 |
Long-term optimal portfolios with floor
|
Sekine, Jun
|
|
2012
|
16 |
3 |
p. 369-401
|
artikel
|
| 6 |
Optimal dividend distribution under Markov regime switching
|
Jiang, Zhengjun
|
|
2012
|
16 |
3 |
p. 449-476
|
artikel
|
| 7 |
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
|
Bai, Lihua
|
|
2012
|
16 |
3 |
p. 477-511
|
artikel
|
| 8 |
Small transaction costs, absence of arbitrage and consistent price systems
|
Grépat, Julien
|
|
2011
|
16 |
3 |
p. 357-368
|
artikel
|
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