Emöke Oldenkamp

Cardano

Researcher

Rotterdam 3011 AA

Netherlands

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 33,092

SSRN RANKINGS

Top 33,092

in Total Papers Downloads

2,905

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (10)

1.

Cliquet Options: Pricing and Greeks in Deterministic and Stochastic Volatility Models

Number of pages: 25 Posted: 18 Sep 2007
Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano
Downloads 1,682 (20,322)
Citation 4

Abstract:

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cliquet option, Hestonian, Girsanov, Greeks

2.

Inventory Control and Regenerative Processes: Theory

Number of pages: 23 Posted: 17 Sep 2007
Peter den Iseger, Emöke Oldenkamp and J. B. G. Frenk
Cardano Risk Management, Cardano and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 258 (222,382)

Abstract:

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supply chain management, regenerative processes, inventory management, Laplace Transforms

3.

High Dimensional Transformation Algorithms

Number of pages: 19 Posted: 09 Mar 2009
Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano
Downloads 250 (229,476)

Abstract:

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Fourier transform inversion, Laplace transform inversion, Gaussian quadrature

4.

Computing Greeks: A Drift-Adjustment Technique for European and Asian Style Derivatives

Number of pages: 15 Posted: 18 Sep 2007
Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano
Downloads 193 (292,542)
Citation 2

Abstract:

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derivatives, girsanov, algorithm, securities

5.

Inventory Control and Regenerative Processes: Computations

Number of pages: 25 Posted: 17 Sep 2007
Peter den Iseger, Emöke Oldenkamp and J. B. G. Frenk
Cardano Risk Management, Cardano and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 137 (390,752)

Abstract:

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supply chain management, regenerative processes, inventory management, Laplace Transforms

6.

Single Item Inventory Models - A Time- and Event- Averages Approach

Number of pages: 24 Posted: 15 Sep 2007
Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano
Downloads 134 (397,770)

Abstract:

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supply chain management, stochastic processes, inventory management

7.

Optimal Continuous Order Quantity (s, S) Policies - The 45-Degrees Algorithm

Number of pages: 26 Posted: 17 Sep 2007
Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano
Downloads 104 (480,559)

Abstract:

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supply chain management, inventory management, optimization

8.

Wide Sense One-Dependent Processes with Embedded Harris Chains and their Applications in Inventory Management

Econometric Institute Report No. EI 2002-44
Number of pages: 30 Posted: 17 Sep 2007
Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano
Downloads 76 (584,553)
Citation 1

Abstract:

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supply chain management, Markov processes, stochastic processes

9.

A Two Level Decentralized Distribution System with Compound Renewal Demand

Econometric Institute Report No. EI 2002-45
Number of pages: 6 Posted: 17 Sep 2007
Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano
Downloads 71 (606,934)

Abstract:

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10.

Pricing Guaranteed Return Rate Products and Discretely Sampled Asian Options

Journal of Computational Finance, Vol. 9, No. 3, 2006
Posted: 18 Sep 2007
Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano

Abstract:

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Laplace, inversion technique, pricing algorithm, Greeks, guaranteed return rate products