| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
|
Lee, Ho-Seok
|
|
2017
|
34 |
3 |
p. 793-809
|
artikel
|
| 2 |
Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis
|
Liu, Nien-Lin
|
|
2017
|
34 |
3 |
p. 747-761
|
artikel
|
| 3 |
Dual-curve Hull–White interest rate model with stochastic volatility
|
Chiu, Mei Choi
|
|
2017
|
34 |
3 |
p. 711-745
|
artikel
|
| 4 |
FFT network for interest rate derivatives with Lévy processes
|
Chiu, Mei Choi
|
|
2017
|
34 |
3 |
p. 675-710
|
artikel
|
| 5 |
Implicit American Monte Carlo methods for nonlinear functional of future portfolio value
|
Morimoto, Yusuke
|
|
2017
|
34 |
3 |
p. 635-674
|
artikel
|
| 6 |
Monte Carlo calibration to implied volatility surface under volatility models
|
Han, Chuan-Hsiang
|
|
2017
|
34 |
3 |
p. 763-778
|
artikel
|
| 7 |
On distibutions of first passage times of martingales arising in some gambling problems
|
Novikov, Alexander
|
|
2017
|
34 |
3 |
p. 859-871
|
artikel
|
| 8 |
On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models
|
Arai, Takuji
|
|
2017
|
34 |
3 |
p. 845-858
|
artikel
|
| 9 |
Optimal exercise boundary via intermediate function with jump risk
|
Kim, Beom Jin
|
|
2017
|
34 |
3 |
p. 779-792
|
artikel
|
| 10 |
Partial super-hedging of derivatives with model risk
|
Matsumoto, Koichi
|
|
2017
|
34 |
3 |
p. 811-831
|
artikel
|
| 11 |
Preface to the special issue on computational methods in quantitative finance
|
Sekine, Jun
|
|
2017
|
34 |
3 |
p. 633-634
|
artikel
|
| 12 |
Towards the exact simulation using hyperbolic Brownian motion
|
Ida, Yuuki
|
|
2017
|
34 |
3 |
p. 833-843
|
artikel
|
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