1. 2007
  2. A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options

    Borovkova, SA., Permana, FJ. & van der Weide, JAM., 2007, In : The Journal of Derivatives. 14, 4, p. 8-24 17 p.

    Research output: Contribution to journalArticleScientific

  3. A GLN Approach to Valuation and Hedging of Asian Basket Options

    Borovkova, SA. & Permana, FJ., 2007, The Programme. s.n. (ed.). Yogyakarta - Indonesie: SEAMS - Gadjah Mada University, p. 213-216 4 p.

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

  4. A sampling problem from lithography for chip layout

    Cator, EA., Dijkema, TJ., Hochstenbach, M., Mulckhuyse, W., Peletier, MA., Prokert, G., Weij, W. & Worm, D., 2007, Proceedings of the Fifty-Eighth European Study Group Mathematics with Industry. Bisseling, RH., Dajani, K., Dijkema, TJ., van de Leur, J. & Zegeling, PA. (eds.). Amsterdam: Centrum Wiskunde & Informatica, p. 45-53 9 p.

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

  5. Asian basket options and implied correlations in oil markets

    Borovkova, SA. & Permana, FJ., 2007, Financial Engineering and Applications. Locke, P. (ed.). USA: ACTA Press, p. 85-91 7 p.

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

  6. Estimating the Upper Support Point in Deconvolution

    Aarts, L., Groeneboom, P. & Jongbloed, G., 2007, In : Scandinavian Journal of Statistics: theory and applications. 34, p. 552-568 17 p.

    Research output: Contribution to journalArticleScientific

  7. Multitype shape theorems for first passage percolation models

    Pimentel, LPR., 2007, In : Advances in Applied Probability. 39, p. 53-76 24 p.

    Research output: Contribution to journalArticleScientific

  8. On the Collision between two PNG Droplets

    Coletti, CF. & Pimentel, LPR., 2007, In : Journal of Statistical Physics. 126, 6, p. 1145-1164 20 p.

    Research output: Contribution to journalArticleScientificpeer-review

  9. Trading commodities: derivatives and risks

    Borovkova, SA. & Permana, FJ., 2007, In : Vuurwerk: Relatiemagazine van de Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam. jaarg. 3, 6, p. 10-13 4 p.

    Research output: Contribution to journalArticleProfessional

  10. 2008
  11. Commodity volatility modelling and option pricing with a potential function approach

    Anderluh, JHM. & Borovkova, SA., 2008, In : The European Journal of Finance. 14, 2, p. 91-113 23 p.

    Research output: Contribution to journalArticleScientificpeer-review

  12. Consistency and asymptotic normality of least squares estimators in generalized STAR models

    Borovkova, SA., Lopuhaa, HP. & Nurani, B., 2008, In : Statistica Neerlandica. 62, 4, p. 482-508 27 p.

    Research output: Contribution to journalArticleScientific

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