1. 2006
  2. Cube root fluctuations for the corner growth model associated to the exclusion process

    Balazs, M., Cator, EA. & Seppalainen, T., 2006, In : Electronic Journal of Probability. 11, 42, p. 1094-1132 39 p.

    Research output: Contribution to journalArticleScientific

  3. Dectecting market transitions and energy futures risk management using principal components

    Borovkova, SA., 2006, In : The European Journal of Finance. 12, 6-7, p. 495-512 18 p.

    Research output: Contribution to journalArticleScientific

  4. Empirical analysis of analytic approximation approaches for pricing and hedging spread options

    Borovkova, SA., Permana, FJ. & van der Weide, JAM., 2006, 4th Actuarial and Financial Mathematics Day. Vanmaele, M., De Schepper, A., Dhaene, J., Reynaerts, H., Schoutens, W. & Van Goethem, P. (eds.). Wetteren, Belgie: Universa Press, p. 45-54 10 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

  5. Modelling electricity prices by the potential jump-diffusion

    Borovkova, SA. & Permana, FJ., 2006, Stochastic finance. Shiryaev, AN., Grossinho, MR., Oliveira, PE. & Esquível, ML. (eds.). New York: Springer Science+Business Media , p. 239-263 25 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

  6. Optimal weighing schemes

    Bhulai, S., Breuer, T., Cator, EA. & Dekkers, F., 2006, CWI Syllabi. vdn Berg, JB., Bhulai, S., Hulshof, J., Koole, G., Quant, C. & Williams, JF. (eds.). Amsterdam: Centrum Wiskunde & Informatica, p. 85-94 10 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

  7. Seasonal and stochastic effects in commodity forward curves

    Borovkova, SA. & Geman, H., 2006, In : Review of Derivatives Research. 9, p. 167-186 20 p.

    Research output: Contribution to journalArticleScientific

  8. Second class particles and cube root asymptotics for hammersley's process

    Cator, EA. & Groeneboom, P., 2006, In : Annals of Probability. 34, 4, p. 1273-1295 23 p.

    Research output: Contribution to journalArticleScientific

  9. Summa cogitatio

    Groeneboom, P., 2006, Delft: Sieca Repro. 16 p.

    Research output: Book/ReportBookProfessional

  10. The behavior of the npmle of a decreasing density near the boundaries of the support

    Kulikov, VN. & Lopuhaa, HP., 2006, In : Annals of Statistics. 34, 2, p. 742-768 27 p.

    Research output: Contribution to journalArticleScientific

  11. The limit process of the difference between the empirical distribution function and its concave majorant

    Kulikov, VN. & Lopuhaa, HP., 2006, In : Statistics & Probability Letters. 76, p. 1781-1786 6 p.

    Research output: Contribution to journalArticleScientific

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