The following pages link to Michel H. Vellekoop (Q2182143):
Displaying 28 items.
- (Q643276) (redirect page) (← links)
- (Q1365073) (redirect page) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- A risk reserve model for hedging in incomplete markets (Q975891) (← links)
- A unifying framework for chaos and stochastic stability in discrete population models (Q1365075) (← links)
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (Q1689017) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Optimal speed of detection in generalized Wiener disorder problems. (Q1765992) (← links)
- Weak convergence of tree methods to price options on defaultable assets (Q1770202) (← links)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
- Pricing and hedging guaranteed returns on mix funds (Q2499837) (← links)
- THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
- An integral equation for American put options on assets with general dividend processes (Q3108380) (← links)
- Efficient Pricing of Derivatives on Assets with Discrete Dividends (Q3424328) (← links)
- A tree-based method to price American options in the Heston model (Q3639923) (← links)
- (Q3643383) (← links)
- (Q4220154) (← links)
- On Intervals, Transitivity = Choas (Q4299961) (← links)
- Adaptive identification of continuous-time systems in the presence of noise (Q4361079) (← links)
- A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods (Q4442992) (← links)
- A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY (Q4563808) (← links)
- The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
- (Q4865508) (← links)
- Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
- Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends (Q5388675) (← links)
- On option pricing models in the presence of heavy tails (Q5433102) (← links)
- A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods (Q5470845) (← links)
- SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (Q5696846) (← links)
