| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH
|
Klein, Irene
|
|
2006
|
|
3 |
p. 583-588
|
artikel
|
| 2 |
AN OLD-NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
|
Ben-Tal, Aharon
|
|
2007
|
|
3 |
p. 449-476
|
artikel
|
| 3 |
A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS
|
Jin, Xing
|
|
2007
|
|
3 |
p. 399-426
|
artikel
|
| 4 |
HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES
|
La Chioma, Claudia
|
|
2007
|
|
3 |
p. 427-447
|
artikel
|
| 5 |
HEDGING WITH ENERGY
|
Corielli, Francesco
|
|
2006
|
|
3 |
p. 495-517
|
artikel
|
| 6 |
LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
|
Glasserman, Paul
|
|
2007
|
|
3 |
p. 345-379
|
artikel
|
| 7 |
MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
|
Cont, Rama
|
|
2006
|
|
3 |
p. 519-547
|
artikel
|
| 8 |
NEWS-GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR n STOCKS IN A MARKET OF BARNDORFF-NIELSEN AND SHEPHARD TYPE
|
Lindberg, Carl
|
|
2006
|
|
3 |
p. 549-568
|
artikel
|
| 9 |
NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
|
Guasoni, Paolo
|
|
2006
|
|
3 |
p. 569-582
|
artikel
|
| 10 |
PORTFOLIO MANAGEMENT WITH CONSTRAINTS
|
Boyle, Phelim
|
|
2007
|
|
3 |
p. 319-343
|
artikel
|
| 11 |
PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
|
Lasserre, J. B.
|
|
2006
|
|
3 |
p. 469-494
|
artikel
|
| 12 |
PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS
|
Ekström, Erik
|
|
2007
|
|
3 |
p. 381-397
|
artikel
|
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