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Bounds for the price of a Euro...
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Bounds for the price of a European-style Asian option in a binary tree model
Reynaerts, Huguette
;
Vanmaele, Michele
;
Dhaene, Jan
; …
- In:
European Journal of Operational Research
168
(
2006
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10005284036
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2
Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
Vanmaele, Michele
;
Deelstra, Griselda
;
Liinev, Jan
- In:
Insurance: Mathematics and Economics
35
(
2004
)
2
,
pp. 343-367
Persistent link: https://www.econbiz.de/10005374888
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3
The solution of fuzzy linear systems by non-linear programming: a financial application
Muzzioli, Silvia
;
Reynaerts, Huguette
- In:
European Journal of Operational Research
177
(
2007
)
2
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10005095177
Saved in:
4
Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps
Deelstra, Griselda
;
Kozpınar, Sinem
;
Simon, Matthieu
- In:
Applied Stochastic Models in Business and Industry
34
(
2018
)
6
,
pp. 782-802
Persistent link: https://www.econbiz.de/10012272405
Saved in:
5
Optimal annuitisation in a deterministic financial environment
Deelstra, Griselda
;
Devolder, Pierre
;
Melis, Roberta
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 161-175
Persistent link: https://www.econbiz.de/10012587825
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6
Multivariate FX models with jumps : triangles, Quantos and implied correlation
Ballotta, Laura
;
Deelstra, Griselda
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
260
(
2017
)
3
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10011714363
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7
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda
;
Devolder, Pierre
;
Gnameho, Kossi
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
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8
The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
Deelstra, Griselda
;
Grasselli, Martino
;
Van Weverberg, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 205-219
Persistent link: https://www.econbiz.de/10011630651
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9
A self-exciting switching jump diffusion : properties, calibration and hitting time
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 407-426
Persistent link: https://www.econbiz.de/10012194661
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10
Conditional dominance criteria: definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Insurance: Mathematics and Economics
25
(
1999
)
3
,
pp. 295-306
Persistent link: https://www.econbiz.de/10005374565
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