| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
CORRELATED DEFAULTS IN INTENSITY-BASED MODELS
|
Yu, Fan
|
|
2007
|
|
2 |
p. 155-173
|
artikel
|
| 2 |
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE
|
Larsen, Kristian Stegenborg
|
|
2007
|
|
2 |
p. 285-306
|
artikel
|
| 3 |
DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
|
Weber, Stefan
|
|
2006
|
|
2 |
p. 419-441
|
artikel
|
| 4 |
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS
|
Klein, I.
|
|
2007
|
|
2 |
p. 225-247
|
artikel
|
| 5 |
EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION
|
Maghsoodi, Y.
|
|
2007
|
|
2 |
p. 249-265
|
artikel
|
| 6 |
MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
|
Muthuraman, Kumar
|
|
2006
|
|
2 |
p. 301-335
|
artikel
|
| 7 |
NONPARAMETRIC KERNEL-BASED SEQUENTIAL INVESTMENT STRATEGIES
|
Györfi, László
|
|
2006
|
|
2 |
p. 337-357
|
artikel
|
| 8 |
ON THE TIMING OPTION IN A FUTURES CONTRACT
|
Biagini, Francesca
|
|
2007
|
|
2 |
p. 267-283
|
artikel
|
| 9 |
OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS
|
Černý, Aleš
|
|
2007
|
|
2 |
p. 175-203
|
artikel
|
| 10 |
OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS
|
İlhan, Aytaç
|
|
2006
|
|
2 |
p. 359-385
|
artikel
|
| 11 |
PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING
|
Vanden, Joel M.
|
|
2006
|
|
2 |
p. 387-417
|
artikel
|
| 12 |
PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
|
Lakner, Peter
|
|
2006
|
|
2 |
p. 283-299
|
artikel
|
| 13 |
PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
|
Bäuerle, Nicole
|
|
2007
|
|
2 |
p. 205-224
|
artikel
|
| 14 |
PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY
|
Linetsky, Vadim
|
|
2006
|
|
2 |
p. 255-282
|
artikel
|
| 15 |
STOCK LOANS
|
Xia, Jianming
|
|
2007
|
|
2 |
p. 307-317
|
artikel
|
| 16 |
VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM-STRUCTURE MODELS
|
Eberlein, Ernst
|
|
2006
|
|
2 |
p. 237-254
|
artikel
|
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