The following pages link to Roy Kouwenberg (Q208326):
Displaying 8 items.
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- Retirement saving with contribution payments and labor income as a benchmark for investments (Q951345) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- A primal-dual decomposition algorithm for multistage stochastic convex programming (Q2571003) (← links)
- High-Performance Computing for Asset-Liability Management (Q3635041) (← links)
- (Q3838845) (← links)
- Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359) (← links)
- Scenario generation and stochastic programming models for asset liability management (Q5945850) (← links)
