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Optionspreistheorie
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130
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43
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34
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34
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Dhaene, Jan
16
Goovaerts, Marc J.
8
Schoutens, Wim
5
Vyncke, David
5
Linders, Daniël
4
Barigou, Karim
3
De Schepper, Ann
3
Albrecher, Hansjörg
2
Delong, Łukasz
2
Kaas, R.
2
Shang, Zhaoning
2
Vanmaele, Michèle
2
Chateauneuf, Alain
1
Chen, Bingzheng
1
Chen, Ze
1
Decamps, Marc
1
Deelstra, Griselda
1
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1
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1
Hounnon, Hippolyte
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3
AFI
2
Discussion paper / Tinbergen Institute
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advanced mathematical methods for finance
1
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
International journal of financial engineering
1
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1
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ECONIS (ZBW)
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1
Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001655514
Saved in:
2
On the distribution of cash flows using Esscher transforms
Vyncke, David
;
Goovaerts, Marc J.
;
De Schepper, Ann
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Saved in:
3
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
-
2003
Persistent link: https://www.econbiz.de/10001769796
Saved in:
4
Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001938553
Saved in:
5
Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Saved in:
6
A recursive approach to mortality-linked derivative pricing
Shang, Zhaoning
;
Goovaerts, Marc J.
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 240-248
Persistent link: https://www.econbiz.de/10009242028
Saved in:
7
On the calibration of the 3/2 model
Gudmundsson, Hilmar
;
Vyncke, David
- In:
European journal of operational research : EJOR
276
(
2019
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10012003744
Saved in:
8
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
9
Pricing exotic options under local volatility
Decamps, Marc
;
Goovaerts, Marc J.
;
De Schepper, Ann
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10002749078
Saved in:
10
Transform analysis and asset pricing for diffusion processes : a recursive approach
Goovaerts, Marc J.
;
Laeven, Roger
;
Shang, Zhaoning
- In:
The journal of computational finance
16
(
2012/13
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10009631863
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