| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A note on some preservation results on the Laplace transform ordering of residual lives
|
Zamani, Z.
|
|
2017
|
|
3 |
p. 225-229
|
artikel
|
| 2 |
Behavioral finance has come of age
|
Maymin, Philip Z.
|
|
2011
|
|
3 |
p. 125
|
artikel
|
| 3 |
Constrained Markov control processes with randomized discounted cost criteria: Occupation measures and extremal points
|
González-Hernández, Juan
|
|
2013
|
|
3 |
p. 163-176
|
artikel
|
| 4 |
Do all economies grow equally fast?
|
Dover, Yaniv
|
|
2009
|
|
3 |
p. 171-185
|
artikel
|
| 5 |
Down-side risk minimization under prescribed consumption level
|
Nagai, Hideo
|
|
2012
|
|
3 |
p. 191-200
|
artikel
|
| 6 |
Dynamic Bertrand and Cournot competition: Asymptotic and computational analysis of product differentiation
|
Ledvina, Andrew
|
|
2012
|
|
3 |
p. 149-165
|
artikel
|
| 7 |
Educational Corner
|
|
|
2017
|
|
3 |
p. 239
|
artikel
|
| 8 |
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
|
Melnikov, Alexander
|
|
2013
|
|
3 |
p. 207-223
|
artikel
|
| 9 |
Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black–Scholes equations
|
Kolokoltsov, Vassili N.
|
|
2013
|
|
3 |
p. 131-161
|
artikel
|
| 10 |
Measuring risks in the tail: The extreme VaR and its confidence interval
|
Guégan, Dominique
|
|
2017
|
|
3 |
p. 213-224
|
artikel
|
| 11 |
Modified fuzzy divergence measure and its applications to medical diagnosis and MCDM
|
Parkash, Om
|
|
2017
|
|
3 |
p. 231-237
|
artikel
|
| 12 |
On the sensitivity of the Black capital asset pricing model to the market portfolio
|
Buckley, Winston S.
|
|
2013
|
|
3 |
p. 177-189
|
artikel
|
| 13 |
Optimal portfolio for a highly risk-averse investor: A differential game interpretation
|
Kaise, Hidehiro
|
|
2012
|
|
3 |
p. 211-222
|
artikel
|
| 14 |
Power-law distributions: Beyond Paretian fractality
|
Eliazar, Iddo
|
|
2009
|
|
3 |
p. 155-170
|
artikel
|
| 15 |
Price as a choice under nonstochastic randomness in finance
|
Ivanenko, Yaroslav
|
|
2013
|
|
3 |
p. 191-205
|
artikel
|
| 16 |
Prospect theory and fat tails
|
Maymin, Philip
|
|
2009
|
|
3 |
p. 187-195
|
artikel
|
| 17 |
Rare and uncommon risks and the financial meltdown
|
Tapiero, Charles S.
|
|
2009
|
|
3 |
p. 141-144
|
artikel
|
| 18 |
Representation of dynamic time-consistent convex risk measures with jumps
|
Tang, Shanjian
|
|
2012
|
|
3 |
p. 167-190
|
artikel
|
| 19 |
Risk-neutral hedging of interest rate derivatives
|
Privault, Nicolas
|
|
2012
|
|
3 |
p. 201-209
|
artikel
|
| 20 |
Some topics in fractional Brownian motion
|
Duncan, Tyrone E.
|
|
2009
|
|
3 |
p. 145-153
|
artikel
|
| 21 |
Special Issue on Stochastic Control
|
|
|
2012
|
|
3 |
p. 147
|
artikel
|
| 22 |
The idiosyncratic volatility puzzle and mergers and acquisitions activity
|
Switzer, Lorne N.
|
|
2017
|
|
3 |
p. 193-212
|
artikel
|
| 23 |
Transaction costs and option prices
|
Perrakis, Stylianos
|
|
2017
|
|
3 |
p. 241-248
|
artikel
|
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