nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Alpha-CIR model with branching processes in sovereign interest rate modeling
|
Jiao, Ying |
|
2017 |
21 |
3 |
p. 789-813 |
artikel |
2 |
Bounds for VIX futures given S&P 500 smiles
|
Guyon, Julien |
|
2017 |
21 |
3 |
p. 593-630 |
artikel |
3 |
Equilibrium in risk-sharing games
|
Anthropelos, Michail |
|
2017 |
21 |
3 |
p. 815-865 |
artikel |
4 |
Erratum to: Utility maximization in incomplete markets with random endowment
|
Cvitanić, Jaksa |
|
2017 |
21 |
3 |
p. 867-872 |
artikel |
5 |
Risk bounds for factor models
|
Bernard, Carole |
|
2017 |
21 |
3 |
p. 631-659 |
artikel |
6 |
The exact Taylor formula of the implied volatility
|
Pagliarani, Stefano |
|
2017 |
21 |
3 |
p. 661-718 |
artikel |
7 |
The role of measurability in game-theoretic probability
|
Vovk, Vladimir |
|
2017 |
21 |
3 |
p. 719-739 |
artikel |
8 |
The space of outcomes of semi-static trading strategies need not be closed
|
Acciaio, Beatrice |
|
2017 |
21 |
3 |
p. 741-751 |
artikel |
9 |
Trading strategies generated by Lyapunov functions
|
Karatzas, Ioannis |
|
2017 |
21 |
3 |
p. 753-787 |
artikel |