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~subject:"Option trading"
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Search: person:"Goovaerts, Marc"
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Option trading
Theorie
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Theory
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15
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14
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12
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11
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Option pricing theory
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Dhaene, Jan
5
Goovaerts, Marc J.
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Albrecher, Hansjörg
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Schoutens, Wim
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Vyncke, David
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Deelstra, Griselda
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
Finance : revue de l'Association Française de Finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Saved in:
2
Bounds for the price of discrete arithmetic Asian options
Vanmaele, M.
;
Deelstra, Griselda
;
Liinev, J.
;
Dhaene, Jan
; …
-
2004
Persistent link: https://www.econbiz.de/10002341411
Saved in:
3
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 121-139
Persistent link: https://www.econbiz.de/10002877398
Saved in:
4
Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001938553
Saved in:
5
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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