| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A BENCHMARK APPROACH TO FINANCE
|
Platen, Eckhard
|
|
2006
|
|
1 |
p. 131-151
|
artikel
|
| 2 |
A NOTE ON SEMIVARIANCE
|
Jin, Hanqing
|
|
2006
|
|
1 |
p. 53-61
|
artikel
|
| 3 |
APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING
|
Duan, Jin-Chuan
|
|
2006
|
|
1 |
p. 21-52
|
artikel
|
| 4 |
A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER
|
Øksendal, Bernt
|
|
2006
|
|
1 |
p. 119-129
|
artikel
|
| 5 |
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
|
Dai, Min
|
|
2006
|
|
1 |
p. 63-82
|
artikel
|
| 6 |
CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
|
Cadenillas, Abel
|
|
2006
|
|
1 |
p. 181-202
|
artikel
|
| 7 |
CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE
|
El Karoui, N icole
|
|
2006
|
|
1 |
p. 103-117
|
artikel
|
| 8 |
HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING
|
Soner, H. Mete
|
|
2007
|
|
1 |
p. 59-79
|
artikel
|
| 9 |
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
|
Xia, Jianming
|
|
2006
|
|
1 |
p. 203-216
|
artikel
|
| 10 |
MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
|
Çetin, Umut
|
|
2007
|
|
1 |
p. 15-29
|
artikel
|
| 11 |
MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES
|
Borell, Christer
|
|
2007
|
|
1 |
p. 143-153
|
artikel
|
| 12 |
MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE
|
Choulli, Tahir
|
|
2006
|
|
1 |
p. 1-19
|
artikel
|
| 13 |
OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
|
Cadenillas, Abel
|
|
2007
|
|
1 |
p. 81-109
|
artikel
|
| 14 |
OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
|
Li, Duan
|
|
2006
|
|
1 |
p. 83-101
|
artikel
|
| 15 |
PREFACE
|
|
|
2006
|
|
1 |
p. iii
|
artikel
|
| 16 |
SELF-DECOMPOSABILITY AND OPTION PRICING
|
Carr, Peter
|
|
2007
|
|
1 |
p. 31-57
|
artikel
|
| 17 |
THEORY AND CALIBRATION OF SWAP MARKET MODELS
|
Galluccio, S.
|
|
2007
|
|
1 |
p. 111-141
|
artikel
|
| 18 |
THE RANGE OF TRADED OPTION PRICES
|
Davis, Mark H. A.
|
|
2007
|
|
1 |
p. 1-14
|
artikel
|
| 19 |
UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
|
Kohatsu-Higa, Arturo
|
|
2006
|
|
1 |
p. 153-179
|
artikel
|
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