1. 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

  2. A Conversation with Piet Groeneboom

    Jongbloed, G., 2019, In : Statistical Science. 34, 1, p. 156-168 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  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/Conference proceedings/Edited volumeConference contributionScientific

  4. A Glimpse beneath the surface: modeling 3D material with 2D data

    McGarrity, KS., 2012, In : Machazine der W.I.S.V. Christiaan Huygens. 17, 2, p. 26-27 2 p.

    Research output: Contribution to journalArticleProfessional

  5. A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation

    Durot, C. & Lopuhaa, HP., 2014, In : Electronic Journal of Statistics. 8, p. 2479-2513 35 p.

    Research output: Contribution to journalArticleScientificpeer-review

  6. A canonical process for estimation of convex functions: the invelope of integrated brownian motion + t4

    Groeneboom, P., Jongbloed, G. & Wellner, JA., 2001, In : Annals of Statistics. 29, 6, p. 1620-1652 33 p.

    Research output: Contribution to journalArticleScientificpeer-review

  7. A central limit theorem for the Hellinger loss of Grenander-type estimators

    Lopuhaä, H. P. & Musta, E., 2018, In : Statistica Neerlandica. p. 1-17 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  8. A high quantile estimator based on the log-generalized Weibull tail limit

    de Valk, C. & Cai, J-J., 2018, In : Econometrics and Statistics. 6, p. 107-128 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  9. A likelihood ratio test for monotone baseline hazard functions in the Cox model

    Nane, GF., 2015, In : Statistica Sinica. 25, 3, p. 1163-1184 22 p.

    Research output: Contribution to journalArticleScientific

  10. A maximum smoothed likelihood estimator in the current status continuous mark model

    Groeneboom, P., Jongbloed, G. & Witte, BI., 2012, In : Journal of Nonparametric Statistics. 24, 1, p. 85-101 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  11. A mixed methods study to understand behavioral and psychological symptoms of dementia: A research protocol

    Wang, G., Albayrak, A., Cabo, A., Mol, J., Goossens, R., Wijnand, B., Huysmans, T. & van der Cammen, T., 2019, Health and Social Care Systems of the Future: Demographic Changes, Digital Age and Human Factors - Proceedings of the Healthcare Ergonomics and Patient Safety. Cotrim, T. P., Serranheira, F., Sousa, P., Hignett, S., Albolino, S. & Tartaglia, R. (eds.). Cham: Springer, p. 109-117 9 p. (Advances in Intelligent Systems and Computing; vol. 1012).

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

  12. A model for the directional evolution of severe ocean storms

    Tendijck, S., Ross, E., Randell, D. & Jonathan, P., 2018, In : Environmetrics. p. 1-14 14 p., e2541.

    Research output: Contribution to journalArticleScientificpeer-review

  13. A modern introduction to probability theory and statistics

    Dekking, FM., Kraaikamp, C., Lopuhaa, HP. & Meester, LE., 2005, London: Springer. 488 p.

    Research output: Book/ReportBookScientificpeer-review

  14. A monotonicity property of the power function of multivariate tests

    Groeneboom, P. & Truax, DR., 2000, In : Indagationes Mathematicae. 11, 2, p. 209-218 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  15. A non-parametric Bayesian approach to decompounding from high frequency data

    Gugushvili, S., van der Meulen, F. & Spreij, P., 2016, In : Statistical Inference for Stochastic Processes. p. 1-27 27 p.

    Research output: Contribution to journalArticleScientific

  16. A phase transition for competition interfaces

    Ferrari, PA., Martin, JB. & Pimentel, LPR., 2009, In : Annals of Applied Probability. 19, 1, p. 281-317 37 p.

    Research output: Contribution to journalArticleScientificpeer-review

  17. A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model

    Bierkens, J. & Roberts, G., 2017, In : Annals of Applied Probability. 27, 2, p. 846-882 37 p.

    Research output: Contribution to journalArticleScientificpeer-review

  18. A potential-field approach to financial time series modelling

    Borovkova, SA., Dehling, H., Renkema, J. & Tulleken, H., 2003, In : Computational Economics. 22, 2-3, p. 139-161 23 p.

    Research output: Contribution to journalArticleScientific

  19. A predictive multi-linear regression model for organic micropollutants, based on a laboratory-scale column study simulating the river bank filtration process

    Bertelkamp, C., Verliefde, ARD., Reynisson, J., Singhal, N., Cabo, AJ., de Jonge, M. & van der Hoek, JP., Nov 2015, In : Journal of Hazardous Materials. 304, March, p. 502-511 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  20. A regional peaks-over-threshold model in a nonstationary climate

    Roth, M., Buishand, TA., Jongbloed, G., Klein Tank, AMG. & van Zanten, JH., 2012, In : Water Resources Research. 48, p. 1-12 12 p.

    Research output: Contribution to journalArticleScientificpeer-review

  21. 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/Conference proceedings/Edited volumeConference contributionScientific

  22. A shape theorem and semi-infinite geodesics for the Hammersley model with random weights

    Cator, EA. & Pimentel, LPR., 2011, In : Alea (Rio de Janeiro): Latin American journal of probability and mathematical statistics. 8, p. 163-175 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  23. A term structure model for oil futures and related trading strategies [confidential]

    Borovkova, SA. & Dehling, HG., 1999, Amsterdam: Shell Research and Technology Centre. 36 p.

    Research output: Book/ReportReportProfessional

  24. A two-dimensional univoque set

    de Vries, WM. & Komornik, VI., 2011, In : Fundamenta Mathematicae. 212, p. 175-189 15 p.

    Research output: Contribution to journalArticleScientificpeer-review

  25. Accurate representation of the distributions of the 3D Poisson-Voronoi typical cell geometrical features

    Vittorietti, M., Kok, P. J. J., Sietsma, J. & Jongbloed, G., 2019, In : Computational Materials Science. 166, p. 111-118 8 p.

    Research output: Contribution to journalArticleScientificpeer-review

  26. Active learning in redesigning mathematics courses for engineering students

    Cabo, A. & Klaassen, R., 2018, The 14th International CDIO Conference: Proceedings – Full Papers. Bean, C., Bennedsen, J., Edström, K., Hugo, R., Röslof, J., Songer, R. & Yamamoto, T. (eds.). CDIO, p. 704-715 12 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

  27. Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions

    van der Meulen, F., Schauer, M. & van Waaij, J., 2017, In : Statistical Inference for Stochastic Processes. p. 1-26 26 p.

    Research output: Contribution to journalArticleScientificpeer-review

  28. Adaptivity and optimality of the monotone least-squares estimator

    Cator, EA., 2011, In : Bernoulli: a journal of mathematical statistics and probability. 17, 2, p. 714-735 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  29. Advanced relocatable multi-sensor system for buried landmine detection

    Ligthart, LP., van den Berg, PM., Fokkema, JT., van Genderen, P., Verhaegen, MHG., Budko, NV., Groeneboom, P., de Ridder, A., Sai, B., Schukin, AD. & Yarovoy, A., 2001, S.l.: s.n. 123 p.

    Research output: Book/ReportReportProfessional

  30. Allometric Scaling: Analysis of LD50 Data

    Burzala, LM. & Jongbloed, G., 2011, In : Risk Analysis: an international journal. 31, 4, p. 523-532 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  31. An Ultrasonic Sensor for Human Presence Detection to Assist Rescue Work in Large Buildings

    van Groeningen, T., Driessen, H., Söhl, J. & Voûte, R., 2018, In : ISPRS Annals of Photogrammetry, Remote Sensing and Spatial Information Sciences. 4, 4/W7, p. 135-140 6 p.

    Research output: Contribution to journalConference articleScientificpeer-review

  32. An asymptotic linear representation for the Breslow estimator

    Lopuhaa, HP. & Nane, GF., 2013, In : Communications in Statistics: Theory and Methods. 42, 7, p. 1314-1324 11 p.

    Research output: Contribution to journalArticleScientificpeer-review

  33. Analysis and Modelling of Electricity Futures Prices

    Borovkova, SA. & Geman, H., 2006, In : Studies in Nonlinear Dynamics and Econometrics. 10, 3

    Research output: Contribution to journalArticleScientific

  34. Analysis of survival data

    Borovkova, SA., 2002, In : Nieuw Archief voor Wiskunde. 5/3, 4, p. 110-115 6 p.

    Research output: Contribution to journalArticleProfessional

  35. Annual report 2012

    McGarrity, KS., 2013, Delft: Materials Innovation Institute M2i. 5 p.

    Research output: Book/ReportReportProfessional

  36. Approximation of rejective sampling inclusion probabilities and application to high order correlations

    Boistard, H., Lopuhaa, HP. & Ruiz-Gazen, A., 2012, In : Electronic Journal of Statistics. 6, p. 1967-1983 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  37. 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/Conference proceedings/Edited volumeConference contributionScientific

  38. Asymptotic expansion of the minimum covariance determinant estimators

    Cator, EA. & Lopuhaa, HP., 2010, In : Journal of Multivariate Analysis. 101, p. 2372-2388 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  39. Asymptotic inference for jump diffusions with state-dependent intensity

    Becheri, IG., Drost, FC. & Werker, BJM., 2015, In : Scandinavian Journal of Statistics: theory and applications. p. 1-23 23 p.

    Research output: Contribution to journalArticleScientific

  40. Asymptotic normality of the L1 error of the Grenander estimator

    Groeneboom, P., Hooghiemstra, G. & Lopuhaa, HP., 1999, In : Annals of Statistics. 27, 4, p. 1-32 32 p.

    Research output: Contribution to journalArticleScientificpeer-review

  41. Asymptotic normality of the Lk-error of the Grenander estimator

    Kulikov, V. & Lopuhaa, HP., 2005, In : Annals of Statistics. 33, 5, p. 2228-2255 28 p.

    Research output: Contribution to journalArticleScientificpeer-review

  42. Asymptotically optimal estimation of smooth functionals for interval censoring, case 2

    Geskus, R. & Groeneboom, P., 1999, In : Annals of Statistics. 27, 2, p. 627-674 48 p.

    Research output: Contribution to journalArticleScientificpeer-review

  43. Asymptotically ump panel unit root tests - the effect of heterogeneity in the alternatives

    Becheri, IG., Drost, FC. & van den Akker, R., 2015, In : Econometric Theory. 31, 03, p. 539-559 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  44. Asymptotics of reweighted estimators of multivariate location and scatter

    Lopuhaa, HP., 1999, In : Annals of Statistics. 27, 5, p. 1-28 28 p.

    Research output: Contribution to journalArticleScientificpeer-review

  45. Asymtotically UMP panel unit root tests¿the effect of heterogeneity in the alternatives

    Becheri, IG., Drost, FC. & van den Akker, R., 2014, In : Econometric Theory. 1, 9, p. 1-21 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  46. Average price options in energy markets

    Borovkova, SA. & Permana, FJ., 2005, Proceedings International Conference on Applied Mathematics (ICAM05). s.n. (ed.). Bandung, Indonesia: Centre for Mathematical Modelling and Simulation (P2MS), p. 881-937 57 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

  47. Backwardation and contango change indicators for seasonal commodities

    Borovkova, SA., 2003, In : Energy & Power Risk Management. 8, 4, p. 62-64 3 p.

    Research output: Contribution to journalArticleScientific

  48. Basic principles of analysing biological and technical variation in non-destructive data

    Tijskens, LMM., Schouten, RE., Konopacki, P. & Jongbloed, G., 2015, In : Computers and Electronics in Agriculture. 111, p. 121-126 6 p.

    Research output: Contribution to journalArticleScientificpeer-review

  49. Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

    van der Meulen, F. & Schauer, M., 2017, In : Electronic Journal of Statistics. 11, 1, p. 2358-2396 39 p.

    Research output: Contribution to journalArticleScientificpeer-review

  50. Bayesian estimation of incompletely observed diffusions

    van der Meulen, F. & Schauer, M., 2017, In : Stochastics: an international journal of probablitiy and stochastic processes. 90, 5, p. 641-662 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

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