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~isPartOf:"AFI"
~person:"McMillan, David G."
~person:"Schoutens, Wim"
~source:"econis"
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McMillan, David G.
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Basket option pricing and implied correlation in a Lévy copula model
Linders, Daniël
;
Schoutens, Wim
-
2014
Persistent link: https://www.econbiz.de/10010422208
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2
On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Schoutens, Wim
-
2007
Persistent link: https://www.econbiz.de/10003613733
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3
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
-
2015
-
Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
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