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On the pricing of options in incomplete markets
Melenberg, Bertrand; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000932780
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An analysis of housing expenditure using semiparametric models and panel data
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - 1997
Persistent link: https://www.econbiz.de/10000956250
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An analysis of housing expenditure using semiparametric cross-section models
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - 1997
Persistent link: https://www.econbiz.de/10000956255
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Semiparametric estimation of equivalence scales using subjective information
Melenberg, Bertrand; Soest, Arthur van - 1995
Persistent link: https://www.econbiz.de/10000915416
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Estimation of a censored regression panel data model using conditional moment restrictions efficiently
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - 1995
Persistent link: https://www.econbiz.de/10000926869
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Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław; Ben-Tal, Aharon; Hertog, … - 2015
Persistent link: https://www.econbiz.de/10011350018
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Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.; Hertog, Dirk den; Melenberg, Bertrand - 2014
Persistent link: https://www.econbiz.de/10011282869
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Testing expected shortfall models for derivative positions
Kerkhof, Jeroen (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
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Semi-parametric models for satisfaction with income
Bellemare, Charles (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718047
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Model risk and regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005