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1 2010 On a normalization technique for codimension two bifurcations of equilibria of delay differential equations
Janssens, Sebastiaan G. Kuznetsov, Yuri A., Odo, Diekmann
2 2012 On consistent stochastic processes in the Nelson-Siegel framework
Molenaars, T.K. Vaart, A.W. van der, Dajani, K., Hemminga, M.A.
3 2012 Multivariate Asset Pricing
Pan, Z. Dajani, Karma, Vellekoop, Michel, Vlaming, Geeske
4 2011 Multifractal Finance
Hoebers, T.H. Dajani, Karma
5 2011 Fast Greeks: Case of Credit Valuation Adjustments
Savickas, V. Bisseling, Prof. Rob, Dajani, Prof. Karma, Hari, Dr. Norbert, Kandhai, Dr. Drona
6 2011 Markov decision processes with unbounded transition rates: structural properties of the relative value function
Blok, H. Bhulai, Sandjai, Spieksma, Floske, Dajani, Karma
7 2009 Determining the Cheapest-to-Deliver Bonds for Bond Futures
Straaten, M. van Vellekoop, Michel, Myburg, Francois, Bhulai, Sandjai, Dajani, Karma
8 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.
9 2011 Reactivation of infectious diseases. A study on the seroepidemiology of varicella.
Warringa, R.W. Boven, van, Dr. M., Bootsma, Dr. M.C.J., Wallinga, Dr. J.
10 2010 Stochastic comparison of Markov queueing networks using coupling.
Berg, L. van den Leskela, Lasse, Dajani, Karma, Bhulai, Sandjai