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Issue Date
Title
Author(s)
1997
The valuation of American options with the method of lines
Meyer, G. H.
;
van der Hoek, John
1998
An Interesting Inequality at the 1995 I.M.O.
Pecaric, Josip
;
van der Hoek, John
1998
New inequalities for the moments of guessing mapping
Dragomir, Sever S.
;
van der Hoek, John
2000
Foreign exchange
van der Hoek, John
2004
Capital allocation in insurance: Economic capital and the allocation of the default option value
Sherris, Michael
;
van der Hoek, John
;
International AFIR Colloquium 2004 (14th : 7 November 2004 : Boston, Massachusetts, USA)
2004
Ito-type Formulas for Fractional Brownian Motion
van der Hoek, John
;
National Symposium on Financial Mathematics (3rd : 2004 : Melbourne, Australia)
2004
Partial differential equations
van der Hoek, John
;
Workshop on Mathematical Methods in Finance (2004 : Melbourne Australia)
2001
A class of non-expected utility risk measures and implications for asset allocations
van der Hoek, John
;
Sherris, Michael
2001
Martingale methods in dynamic portfolio allocation with distortion operators
Hamada, Mahmoud
;
Sherris, Michael
;
van der Hoek, John
;
Quantitative Methods in Finance Conference (2001 : Sydney, Australia)
2002
On some inequalities for the moments of guessing mapping
Dragomir, Sever S.
;
Pecaric, Josip
;
van der Hoek, John
Discover
Author
3
Sherris, Michael
2
Dragomir, Sever S.
2
Pecaric, Josip
1
Hamada, Mahmoud
1
International AFIR Colloquium 200...
1
Meyer, G. H.
1
National Symposium on Financial M...
1
Quantitative Methods in Finance C...
1
Sherris, M.
1
Workshop on Mathematical Methods ...
.
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Subject
1
capital allocation; insurance; de...
1
Risk measure; Non-expected utilit...
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1998
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1997