//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"AFI"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Multivariate Variance Gamm...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Theorie
5
Theory
5
Herdenverhalten
3
Herding
3
Measurement
3
Messung
3
Stochastic process
3
Stochastischer Prozess
3
Correlation
2
Index futures
2
Index-Futures
2
Korrelation
2
Martingal
2
Martingale
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Risikomanagement
2
Risk management
2
Aggregation
1
Aktienmarkt
1
Aktienoption
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Derivat
1
Derivative
1
Entropie
1
Entropy
1
Erwartungsbildung
1
Erwartungsnutzen
1
Expectation formation
1
Expected utility
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
13
Author
All
Linders, Daniël
11
Dhaene, Jan
8
Schoutens, Wim
6
Stassen, Ben
3
Kukush, Alexander
2
Vanmaele, Michèle
2
Vyncke, David
2
Chen, Xinliang
1
Cheung, Ka Chun
1
Deelstra, Griselda
1
Devolder, Pierre
1
Guillaume, Florence
1
Hounnon, Hippolyte
1
Luciano, Elisa
1
Vellekoop, Michel
1
more ...
less ...
Published in...
All
AFI
Insurance / Mathematics & economics
8
Insurance: Mathematics and Economics
4
Discussion paper / Tinbergen Institute
2
Scandinavian actuarial journal
2
Tinbergen Institute Discussion Paper
2
Tinbergen Institute Discussion Papers
2
ASTIN bulletin : the journal of the International Actuarial Association
1
International journal of financial engineering
1
KU Leuven - Faculty of Economics and Business Working Paper
1
North American actuarial journal
1
Risks
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The multivariate variance gamma model : basket option pricing and calibration
Linders, Daniël
;
Stassen, Ben
-
2014
Persistent link: https://www.econbiz.de/10010422200
Saved in:
2
A note on the independence between financial and actuarial risks
Dhaene, Jan
;
Kukush, Alexander
;
Luciano, Elisa
; …
-
2012
Persistent link: https://www.econbiz.de/10009731599
Saved in:
3
The minimal entropy martingale measure in a market of traded financial and actuarial risks
Dhaene, Jan
;
Stassen, Ben
;
Devolder, Pierre
;
Vellekoop, …
-
2014
Persistent link: https://www.econbiz.de/10010422203
Saved in:
4
Pricing index options in a multivariate black & scholes model
Linders, Daniël
-
2013
Persistent link: https://www.econbiz.de/10010204094
Saved in:
5
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
Saved in:
6
On an optimization problem related to static super-replicating strategies
Chen, Xinliang
;
Deelstra, Griselda
;
Dhaene, Jan
; …
-
2014
Persistent link: https://www.econbiz.de/10011418704
Saved in:
7
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
Saved in:
8
Ordered random vectors and equality in distribution
Cheung, Ka Chun
;
Dhaene, Jan
;
Kukush, Alexander
; …
-
2013
Persistent link: https://www.econbiz.de/10009731218
Saved in:
9
Stochastic modeling of herd behavior indices
Guillaume, Florence
;
Linders, Daniël
-
2014
Persistent link: https://www.econbiz.de/10010357815
Saved in:
10
A framework for robust measurement of implied correlation
Linders, Daniël
;
Schoutens, Wim
-
2013
Persistent link: https://www.econbiz.de/10010239027
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->