Optimal investment and consumption when allowing terminal debt

von Chen, An
Veröffentlicht in European journal of operational research (12017)

The structure of bias in peer voting systems : lessons from the Eurovision Song Contest

von Spierdijk, Laura
Veröffentlicht in Empirical economics (2009)

Weak convergence of tree methods to price options on defaultable assets

von Nieuwenhuis, J. H.
Veröffentlicht in Decisions in economics and finance (2004)

Efficient pricing of derivatives on assets with discrete dividends

von Vellekoop, Michel
Veröffentlicht in Applied mathematical finance (2006)

Existence of optimal consumption strategies in markets with longevity risk

von Kort, Jan de
Veröffentlicht in Insurance / Mathematics & economics (2017)

The early exercise premium for the American put under discrete dividends

von Göttsche, Ove E.
Veröffentlicht in Mathematical finance (2011)

A risk reserve model for hedging in incomplete markets

von Minina, Vera N.
Veröffentlicht in Journal of economic dynamics & control (2010)

A tree-based method to price American options in the Heston model

von Vellekoop, Michel
Veröffentlicht in The journal of computational finance (2010)

A bayesian joint model for population and portfolio-specific mortality

von Berkum, Frank van
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2017)

Term structure extrapolation and asymptotic forward rates

von Kort, Jan de
Veröffentlicht in Insurance / Mathematics & economics (2016)

Modeling non-monotone risk aversion using SAHARA utility functions

von Chen, An
Veröffentlicht in Journal of economic theory (2011)

Symmetries in jump-diffusion models with applications in option pricing and credit risk

von Hoogland, J. K.
Veröffentlicht in International journal of theoretical and applied finance (2003)

Dependent microstructure noise and integrated volatility estimation from high-frequency data

von Li, Z. Merrick
Veröffentlicht in Journal of econometrics (2020)

Comment on "Modeling non-monotone risk aversion using SAHARA utility functions"

von Cui, Zhenyu
Veröffentlicht in Journal of economic theory (2014)