| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT
|
Buescu, Cristin
|
|
2007
|
|
4 |
p. 477-485
|
article
|
| 2 |
ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
|
Milevsky, Moshe A.
|
|
2006
|
|
4 |
p. 647-671
|
article
|
| 3 |
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
|
Kühn, Christoph
|
|
2007
|
|
4 |
p. 487-502
|
article
|
| 4 |
DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
|
Klöppel, Susanne
|
|
2007
|
|
4 |
p. 599-627
|
article
|
| 5 |
INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL
|
Gorovoy, Vyacheslav
|
|
2007
|
|
4 |
p. 541-573
|
article
|
| 6 |
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
|
Akahori, Jirô
|
|
2006
|
|
4 |
p. 635-645
|
article
|
| 7 |
LINEAR-QUADRATIC JUMP-DIFFUSION MODELING
|
Cheng, Peng
|
|
2007
|
|
4 |
p. 575-598
|
article
|
| 8 |
PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS
|
Schrager, David F.
|
|
2006
|
|
4 |
p. 673-694
|
article
|
| 9 |
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
|
Frittelli, Marco
|
|
2006
|
|
4 |
p. 589-612
|
article
|
| 10 |
THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS
|
Boyarchenko, Nina
|
|
2007
|
|
4 |
p. 503-539
|
article
|
Journal description