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Long-term returns in stochasti...
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Theorie
Theory
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Delbaen, Freddy
27
Deelstra, Griselda
12
Vanmaele, Michèle
5
Schachermayer, Walter
4
Dhaene, Jan
3
Coculescu, Delia
2
Kabanov, Jurij M.
2
Kupper, Michael
2
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2
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
6
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2
Working paper / Centrum voor Bedrijfseconomie en Bedrijfseconometrie, Universiteit Antwerpen
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1
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1
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1
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1
International journal of theoretical and applied finance
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1
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1
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1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
Risks : open access journal
1
Scandinavian actuarial journal
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Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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ECONIS (ZBW)
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1
Long-term returns in stochastic interest rate models
Deelstra, Griselda
- In:
Selected papers of the International Conference on …
,
(pp. 280-283)
.
1995
Persistent link: https://www.econbiz.de/10001315786
Saved in:
2
Risk management of a bond portfolio using options
Annaert, Jan
;
Deelstra, Griselda
;
Heyman, Dries
; …
-
2007
Persistent link: https://www.econbiz.de/10003476828
Saved in:
3
Vanna-Volga methods applied to FX derivatives : from theory to market practice
Bossens, Frédéric
;
Rayée, Grégory
;
Skantzos, Nikos S.
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1293-1324
Persistent link: https://www.econbiz.de/10008906158
Saved in:
4
Minimizing the risk of a financial product using a put option
Deelstra, Griselda
;
Vanmaele, Michèle
;
Vyncke, David
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 767-800
Persistent link: https://www.econbiz.de/10008798298
Saved in:
5
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda
;
Dhaene, Jan
;
Vanmaele, Michèle
- In:
Advanced mathematical methods for finance
,
(pp. 155-179)
.
2011
Persistent link: https://www.econbiz.de/10008991312
Saved in:
6
Optimal funding of defined benefit pension plans
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Journal of pension economics and finance
10
(
2011
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10009007169
Saved in:
7
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:
8
Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
Saved in:
9
Bounds for stop-loss premiums of stochastic sums : (with applications to life contingencies)
Hoedemakers, Tom
;
Darkiewicz, Grzegorz
;
Deelstra, Griselda
-
2005
Persistent link: https://www.econbiz.de/10002724534
Saved in:
10
Yield option pricing in the generalized Cox-Ingersoll-Ross model
Deelstra, Griselda
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 169-183
Persistent link: https://www.econbiz.de/10001544353
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