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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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FIX: the fear index : measuring market fear
Dhaene, Jan; Dony, Julia; Forys, Monika B.; Linders, Daniel - 2011
Persistent link: https://www.econbiz.de/10009428158
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The herd behavior index : a new measure for systemic risk in financial markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2011
Persistent link: https://www.econbiz.de/10009485835
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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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A note on the independence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - 2012
Persistent link: https://www.econbiz.de/10009731599
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A framework for robust measurement of implied correlation
Linders, Daniël; Schoutens, Wim - 2013
Persistent link: https://www.econbiz.de/10010239027
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A multivariate dependence measure for aggregating risks
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2013
Persistent link: https://www.econbiz.de/10010204096
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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