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1 2018 Local Implied Volatility: A Market Model Approach
Jong, T.V. de Pistorius, M.R.
2 2017 Pre-processing Road Networks for Graph Partitioning Using Edge-Betweenness Centrality
Reijnders, B.J.H.R. Bisseling, prof. dr. R.H.
3 2010 On a normalization technique for codimension two bifurcations of equilibria of delay differential equations
Janssens, Sebastiaan G. Kuznetsov, Yuri A., Odo, Diekmann
4 2012 On consistent stochastic processes in the Nelson-Siegel framework
Molenaars, T.K. Vaart, A.W. van der, Dajani, K., Hemminga, M.A.
5 2012 Multivariate Asset Pricing
Pan, Z. Dajani, Karma, Vellekoop, Michel, Vlaming, Geeske
6 2011 Multifractal Finance
Hoebers, T.H. Dajani, Karma
7 2011 Fast Greeks: Case of Credit Valuation Adjustments
Savickas, V. Bisseling, Prof. Rob, Dajani, Prof. Karma, Hari, Dr. Norbert, Kandhai, Dr. Drona
8 2011 Markov decision processes with unbounded transition rates: structural properties of the relative value function
Blok, H. Bhulai, Sandjai, Spieksma, Floske, Dajani, Karma
9 2009 Determining the Cheapest-to-Deliver Bonds for Bond Futures
Straaten, M. van Vellekoop, Michel, Myburg, Francois, Bhulai, Sandjai, Dajani, Karma
10 2010 Analytical approximations for the value of embedded options in unit-linked insurance and profit sharing
Moggré, A.W. Boshuizen, F., Smit, R., Gnedin, A.V.
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