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Long-term returns in stochastic interest rate models
Deelstra, G.; Delbaen, F. - In: Insurance / Mathematics & economics 17 (1995) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10006941286
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Pricing of arithmetic basket options by conditioning
Deelstra, G.; Liinev, J.; Vanmaele, M. - In: Insurance / Mathematics & economics 34 (2004) 1, pp. 55-78
Persistent link: https://www.econbiz.de/10006883782
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WORKSHOP - Long-Term Returns in Stochastic Interest Rate Models: Applications
Deelstra, G. - In: Astin bulletin : the journal of the International … 30 (2000) 1, pp. 123-140
Persistent link: https://www.econbiz.de/10008217770
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Static super-replicating strategies for a class of exotic options
Chen, X.; Deelstra, G.; Dhaene, J.; Vanmaele, M. - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1067-1085
Persistent link: https://www.econbiz.de/10008057645
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Static super-replicating strategies for a class of exotic options
Chen, X.; Deelstra, G.; Dhaene, J.; Vanmaele, M. - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1067-1086
Persistent link: https://www.econbiz.de/10008893122
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ARTICLES - On Esscher Transforms in Discrete Finance Models
Bühlmann, H.; Delbaen, F.; Embrechts, P.; Shiryaev, A.N. - In: Astin bulletin : the journal of the International … 28 (1998) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10008218843
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Weighted norm inequalities and hedging in incomplete markets
Delbaen, F.; Monat, P.; Schachermayer, W.; Schweizer, M.; … - In: Finance and stochastics 1 (1997) 3, pp. 181-228
Persistent link: https://www.econbiz.de/10008219551
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ARTICLES - On Esscher Transforms in Discrete Finance Models
Bühlmann, H.; Delbaen, F.; Embrechts, P.; Shiryaev, A.N. - In: Astin bulletin : the journal of the International … 19980, pp. 171-186
Persistent link: https://www.econbiz.de/10008220945