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Iseger, Peter den's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,975 |
Total
Citations
3 |
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1.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano
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1,156
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1
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cliquet option, Hestonian, Girsanov, Greeks
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2.
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Iseger, Peter den Cardano Risk Management
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475
(27,224)
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2
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Laplace, inversion algorithm, numerical transform, singularities, discontinuities
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3.
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Iseger, Peter den Cardano Risk Management Potters, Joeri Cardano Risk Management
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256
(57,591)
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derivatives, option pricing, ALM, Black-Scholes
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4.
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Iseger, Peter den Cardano Risk Management
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09 Mar 09
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Last Revised:
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11 Mar 09
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235
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Fourier transform inversion, Laplace transform inversion, Gaussian quadrature
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5.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano
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145
(100,747)
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derivatives, girsanov, algorithm, securities
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6.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano Frenk, J. B. G. Erasmus University, Rotterdam (EUR) - Department of Econometrics
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138
(105,097)
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supply chain management, regenerative processes, inventory management, Laplace Transforms
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7.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano
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135
(107,081)
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Fourier transform inversion, Laplace transform inversion, Gaussian quadrature
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8.
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Iseger, Peter den Cardano Risk Management Smith, M.A.J. Erasmus University Rotterdam (EUR) - Department of Econometrics Dekker, Rommert Erasmus University, Rotterdam (EUR) - Erasmus School of Economics
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111
(125,249)
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Recursions, Compound distributions, Compound Poisson process, Insurance Mathematics
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9.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano Frenk, J. B. G. Erasmus University, Rotterdam (EUR) - Department of Econometrics
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84
(151,482)
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supply chain management, regenerative processes, inventory management, Laplace Transforms
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10.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano
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83
(152,598)
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supply chain management, stochastic processes, inventory management
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11.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano
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62
(180,470)
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supply chain management, inventory management, optimization
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12.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano
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48
(203,830)
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13.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano
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47
(205,715)
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supply chain management, Markov processes, stochastic processes
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14.
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Iseger, Peter den Cardano Risk Management Oldenkamp, Emöke Cardano
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Laplace, inversion technique, pricing algorithm, Greeks, guaranteed return rate products
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Records 1 -
14
of 14 matches
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