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Search: person:"Vyncke, David"
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Vyncke, David
11
Dhaene, Jan
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Mostoufi, Mina
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3
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ECONIS (ZBW)
11
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1
On the calibration of the 3/2 model
Gudmundsson, Hilmar
;
Vyncke, David
- In:
European journal of operational research : EJOR
276
(
2019
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10012003744
Saved in:
2
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
3
Multivariate risk sharing and the derivation of individually rational Pareto optima
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
Mathematical social sciences
74
(
2015
),
pp. 73-78
Persistent link: https://www.econbiz.de/10011438520
Saved in:
4
The Herd Behavior Index : a new measure for the implied degree of co-movement in stock markets
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 357-370
Persistent link: https://www.econbiz.de/10009544167
Saved in:
5
Minimizing the risk of a financial product using a put option
Deelstra, Griselda
;
Vanmaele, Michèle
;
Vyncke, David
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 767-800
Persistent link: https://www.econbiz.de/10008798298
Saved in:
6
On the use of copulas for calculating the present value of a general cash flow
Goovaerts, Marc J.
;
De Schepper, Ann
;
Hua, Yong
; …
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 69-93
Persistent link: https://www.econbiz.de/10002749736
Saved in:
7
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:
8
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:
9
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:
10
On the distribution of cash flows using Esscher transforms
Vyncke, David
;
Goovaerts, Marc J.
;
De Schepper, Ann
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Saved in:
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