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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - In: Journal of Economic Dynamics and Control 27 (2003) 6, pp. 1045-1068
Persistent link: https://www.econbiz.de/10005229577
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The relation between the rent and selling price of a building under optimal maintenance with uncertainty
Vorst, Ton - In: Journal of Economic Dynamics and Control 10 (1986) 1-2, pp. 315-320
Persistent link: https://www.econbiz.de/10005107170
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Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan; Kouwenberg, Roy - In: Journal of Economic Dynamics and Control 27 (2003) 6, pp. 1069-1097
Persistent link: https://www.econbiz.de/10005229376