nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A link between complete models with stochastic volatility and ARCH models
|
Jeantheau, Thierry |
|
2004 |
8 |
1 |
p. 111-131 |
artikel |
2 |
Convergence of utility functions and convergence of optimal strategies
|
Jouini, Elyès |
|
2004 |
8 |
1 |
p. 133-144 |
artikel |
3 |
Editorial
|
Delbaen, Freddy |
|
2004 |
8 |
1 |
p. 1-2 |
artikel |
4 |
Hazard rate for credit risk and hedging defaultable contingent claims
|
Blanchet-Scalliet, Christophette |
|
2004 |
8 |
1 |
p. 145-159 |
artikel |
5 |
Large portfolio losses
|
Dembo, Amir |
|
2004 |
8 |
1 |
p. 3-16 |
artikel |
6 |
On the Malliavin approach to Monte Carlo approximation of conditional expectations
|
Bouchard, Bruno |
|
2004 |
8 |
1 |
p. 45-71 |
artikel |
7 |
On the use of measure-valued strategies in bond markets
|
Donno, Marzia De |
|
2004 |
8 |
1 |
p. 87-109 |
artikel |
8 |
Optimal portfolios when stock prices follow an exponential Lévy process
|
Emmer, Susanne |
|
2004 |
8 |
1 |
p. 17-44 |
artikel |
9 |
Some calculations for Israeli options
|
Kyprianou, Andreas E. |
|
2004 |
8 |
1 |
p. 73-86 |
artikel |