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Risk management of a bond portfolio using options
Annaert, Jan; Deelstra, Griselda; Heyman, Dries; … - 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; … - 2014
Persistent link: https://www.econbiz.de/10011418704
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Bounds for the price of discrete arithmetic Asian options
Vanmaele, M.; Deelstra, Griselda; Liinev, J.; Dhaene, Jan; … - 2004
Persistent link: https://www.econbiz.de/10002341411
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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
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Optimal investment strategies for pension funds
Lichtenstern, Andreas - 2020
Persistent link: https://www.econbiz.de/10012507208
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How to estimate the yield curve and the forward rate curve by means of bond prices
Delbaen, Freddy; Lorimier, Sabine - 1992
Persistent link: https://www.econbiz.de/10000840744