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~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
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Portfolio selection
6
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Dhaene, Jan
4
Goovaerts, Marc J.
4
Vyncke, David
4
Kaas, R.
2
Vanduffel, Steven
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Van Duffel, Steven
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Tijdschrift voor economie en management
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ECONIS (ZBW)
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Optimal portfolio selection for cash-flows with bounded capital at risk
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Van …
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10002749749
Saved in:
2
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
3
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
Saved in:
4
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
-
2003
Persistent link: https://www.econbiz.de/10001769796
Saved in:
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