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1 2012 On consistent stochastic processes in the Nelson-Siegel framework
Molenaars, T.K. Vaart, A.W. van der, Dajani, K., Hemminga, M.A.
2 2012 Multivariate Asset Pricing
Pan, Z. Dajani, Karma, Vellekoop, Michel, Vlaming, Geeske
3 2011 Multifractal Finance
Hoebers, T.H. Dajani, Karma
4 2011 Fast Greeks: Case of Credit Valuation Adjustments
Savickas, V. Bisseling, Prof. Rob, Dajani, Prof. Karma, Hari, Dr. Norbert, Kandhai, Dr. Drona
5 2011 Markov decision processes with unbounded transition rates: structural properties of the relative value function
Blok, H. Bhulai, Sandjai, Spieksma, Floske, Dajani, Karma
6 2009 Determining the Cheapest-to-Deliver Bonds for Bond Futures
Straaten, M. van Vellekoop, Michel, Myburg, Francois, Bhulai, Sandjai, Dajani, Karma
7 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.
8 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.
9 2010 Stochastic comparison of Markov queueing networks using coupling.
Berg, L. van den Leskela, Lasse, Dajani, Karma, Bhulai, Sandjai