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Long-term returns in stochasti...
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Risk management of a bond portfolio using options
Annaert, Jan
;
Deelstra, Griselda
;
Heyman, Dries
; …
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2007
Persistent link: https://www.econbiz.de/10003476828
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On an optimization problem related to static super-replicating strategies
Chen, Xinliang
;
Deelstra, Griselda
;
Dhaene, Jan
; …
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2014
Persistent link: https://www.econbiz.de/10011418704
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3
Bounds for the price of discrete arithmetic Asian options
Vanmaele, M.
;
Deelstra, Griselda
;
Liinev, J.
;
Dhaene, Jan
; …
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2004
Persistent link: https://www.econbiz.de/10002341411
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4
Bounds for stop-loss premiums of stochastic sums : (with applications to life contingencies)
Hoedemakers, Tom
;
Darkiewicz, Grzegorz
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Deelstra, Griselda
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2005
Persistent link: https://www.econbiz.de/10002724534
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5
Optimal investment strategies for pension funds
Lichtenstern, Andreas
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2020
Persistent link: https://www.econbiz.de/10012507208
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6
How to estimate the yield curve and the forward rate curve by means of bond prices
Delbaen, Freddy
;
Lorimier, Sabine
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1992
Persistent link: https://www.econbiz.de/10000840744
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