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On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Schoutens, Wim
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2007
Persistent link: https://www.econbiz.de/10003613733
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2
FIX: the fear index : measuring market fear
Dhaene, Jan
;
Dony, Julia
;
Forys, Monika B.
;
Linders, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009428158
Saved in:
3
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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4
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:
5
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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6
A framework for robust measurement of implied correlation
Linders, Daniël
;
Schoutens, Wim
-
2013
Persistent link: https://www.econbiz.de/10010239027
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7
A multivariate dependence measure for aggregating risks
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
-
2013
Persistent link: https://www.econbiz.de/10010204096
Saved in:
8
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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