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The Hurdle-Race Problem
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Optionspreistheorie
Theorie
170
Theory
170
Portfolio selection
64
Portfolio-Management
64
Risiko
44
Risikomaß
43
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43
Risk measure
43
Messung
32
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31
Option pricing theory
29
Risikomodell
27
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27
Versicherungsmathematik
23
Actuarial mathematics
22
Lebensversicherung
21
Life insurance
21
Risk management
21
Statistical distribution
21
Statistische Verteilung
21
Risikomanagement
20
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18
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15
Correlation
15
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14
Mathematical programming
14
Mathematische Optimierung
14
Estimation theory
13
Schätztheorie
13
Stochastic process
13
Stochastischer Prozess
13
Black-Scholes model
12
Black-Scholes-Modell
12
Allocation
10
Allokation
10
Capital income
9
Herdenverhalten
9
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9
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9
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English
29
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Dhaene, Jan
20
Goovaerts, Marc J.
8
Linders, Daniël
7
Schoutens, Wim
7
Vanduffel, Steven
7
Barigou, Karim
4
De Schepper, Ann
3
Deelstra, Griselda
3
Vanmaele, Michèle
3
Vyncke, David
3
Yao, Jing
3
Albrecher, Hansjörg
2
Bernard, Carole
2
Delong, Łukasz
2
Hounnon, Hippolyte
2
Kaas, R.
2
Rayée, Grégory
2
Shang, Zhaoning
2
Ahcan, Ales
1
Belle, Jente van
1
Bondarenko, Oleg
1
Chen, Bingzheng
1
Chen, Ze
1
Decamps, Marc
1
Devolder, Pierre
1
Henrard, Luc
1
Hüttner, Amelie Angelika
1
Jiang, Xiao
1
Laeven, Roger
1
Maj, Mateusz
1
Scherer, Matthias
1
Stassen, Ben
1
Vellekoop, Michel
1
Werner, Ralf
1
Yang, Tianyu
1
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Insurance / Mathematics & economics
3
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
AFI
2
Astin bulletin : the journal of the International Actuarial Association
2
Discussion paper / Tinbergen Institute
2
Advanced mathematical methods for finance
1
Forthcoming in Applied Stochastic Models in Business and Industry
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Review of derivatives research
1
Scandinavian actuarial journal
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
29
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
An explicit option-based strategy that outperforms dollar cost averaging
Vanduffel, Steven
;
Ahcan, Ales
;
Henrard, Luc
;
Maj, Mateusz
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009624518
Saved in:
10
Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets
Deelstra, Griselda
;
Rayée, Grégory
;
Vanduffel, Steven
; …
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 237-276
Persistent link: https://www.econbiz.de/10010393957
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