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Publication list

Faculty of Economics and Business - 2009

321 to 330 of 706
1 ... 61 ... 141 ... 211 ... 281 ... 301   311   321   331   341   351 ... 421 ... 491 ... 561 ... 631 ... 701

321   Article: Accounting for stochastic interest rates, stochastic volatility and a general correlation structure in the valuation of forward starting options
A. van Haastrecht, A. Pelsser in: The Journal of Futures Markets, Vol. 2010 (2009), p. 23
322  download 228457 Report: Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility
A. van Haastrecht, A. Pelsser (2009), p. 45
323   Chapter: Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility
A. van Haastrecht, A. Pelsser in: Proceedings of the 8th Actuarial and Financial Mathematics Conference (2009), p. 71-84
324   Report: Monte Carlo pricing in the Schöbel-Zhu model and its extensions
A. van Haastrecht, R. Lord, A. Pelsser (2009), p. 22
325   Article: Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
A. van Haastrecht, R. Lord, A. Pelsser, D. Schrager in: Insurance: Mathematics & Economics, Vol. 45 (2009), p. 436-448
326   Article: Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
A. van Haastrecht, R. Lord, A. Pelsser, D. Schrager in: Insurance: Mathematics & Economics, Vol. 45 (2009), p. 436-448
327   Report: Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
A. van Haastrecht, R. Plat, A. Pelsser (2009), p. 24
328   Article: Efficiency versus fairness: the evaluation of labor market policies by economists and laypeople
A. Haferkamp, D. Fetchenhauer, F. Belschak, D. Enste in: Journal of Economic Psychology, Vol. 30 (2009), p. 527-539
329   Article: The implications of reform-oriented investment for regulation and governance
M. Haigh, F.J. de Graaf in: Critical Perspectives on Accounting, Vol. 20 (2009), p. 399-417
330   Article: Blood platelet production with breaks: optimization by SDP and simulation
R. Haijema, N. van Dijk, J. van der Wal, C. Smit Sibinga in: International Journal of Production Economics, Vol. 121 (2009), p. 464-473