| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An expansion in the model space in the context of utility maximization
|
Larsen, Kasper
|
|
2017
|
22 |
2 |
p. 297-326
|
artikel
|
| 2 |
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
|
Benth, Fred Espen
|
|
2018
|
22 |
2 |
p. 327-366
|
artikel
|
| 3 |
A risk-neutral equilibrium leading to uncertain volatility pricing
|
Muhle-Karbe, Johannes
|
|
2018
|
22 |
2 |
p. 281-295
|
artikel
|
| 4 |
Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
|
Keller-Ressel, Martin
|
|
2018
|
22 |
2 |
p. 503-510
|
artikel
|
| 5 |
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
|
Gao, Niushan
|
|
2018
|
22 |
2 |
p. 395-415
|
artikel
|
| 6 |
Perfect hedging under endogenous permanent market impacts
|
Fukasawa, Masaaki
|
|
2017
|
22 |
2 |
p. 417-442
|
artikel
|
| 7 |
Risk measures based on behavioural economics theory
|
Mao, Tiantian
|
|
2018
|
22 |
2 |
p. 367-393
|
artikel
|
| 8 |
Stability of Radner equilibria with respect to small frictions
|
Herdegen, Martin
|
|
2018
|
22 |
2 |
p. 443-502
|
artikel
|
| 9 |
The microstructural foundations of leverage effect and rough volatility
|
Euch, Omar El
|
|
2018
|
22 |
2 |
p. 241-280
|
artikel
|
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