nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT
|
Buescu, Cristin |
|
2007 |
|
4 |
p. 477-485 |
artikel |
2 |
ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
|
Milevsky, Moshe A. |
|
2006 |
|
4 |
p. 647-671 |
artikel |
3 |
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
|
Kühn, Christoph |
|
2007 |
|
4 |
p. 487-502 |
artikel |
4 |
DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
|
Klöppel, Susanne |
|
2007 |
|
4 |
p. 599-627 |
artikel |
5 |
INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL
|
Gorovoy, Vyacheslav |
|
2007 |
|
4 |
p. 541-573 |
artikel |
6 |
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
|
Akahori, Jirô |
|
2006 |
|
4 |
p. 635-645 |
artikel |
7 |
LINEAR-QUADRATIC JUMP-DIFFUSION MODELING
|
Cheng, Peng |
|
2007 |
|
4 |
p. 575-598 |
artikel |
8 |
PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS
|
Schrager, David F. |
|
2006 |
|
4 |
p. 673-694 |
artikel |
9 |
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
|
Frittelli, Marco |
|
2006 |
|
4 |
p. 589-612 |
artikel |
10 |
THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS
|
Boyarchenko, Nina |
|
2007 |
|
4 |
p. 503-539 |
artikel |