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Supervised Work

Financial decision making in incomplete markets

Floroiu, O., 1 Jan 2015, Maastricht: Maastricht University. 76 p.

Research output: ThesisDoctoral ThesisInternal

Open Access
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309 Downloads (Pure)

Model uncertainty : the effect on robustness, estimation and stochastic optimisation

Balter, A. G., 2016, Maastricht: Datawyse / Universitaire Pers Maastricht. 147 p.

Research output: ThesisDoctoral ThesisInternal

Open Access
File
770 Downloads (Pure)

Numerical solution of backward stochastic differential equations and volatility risk premium

Gnameho, K. K., 2016, Maastricht.

Research output: ThesisDoctoral ThesisInternal

Portfolio replication and least squares Monte Carlo with application to insurance risk management

Schweizer, J., 2016, Maastricht: Universitaire Pers Maastricht. 230 p.

Research output: ThesisDoctoral ThesisExternal prepared

Open Access
File
1707 Downloads (Pure)

Robust asset allocation in incomplete markets

Shen, S., 1 Jan 2015, Maastricht: Datawyse / Universitaire Pers Maastricht. 145 p.

Research output: ThesisDoctoral ThesisInternal

Open Access
File
397 Downloads (Pure)

Time-consistent and market-consistent actuarial valuations

Salahnejhad Ghalehjooghi, A., 2016, Maastricht: Maastricht University. 134 p.

Research output: ThesisDoctoral ThesisInternal

Open Access
File
204 Downloads (Pure)