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Static hedging of Asian option...
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Theorie
178
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177
Option pricing theory
73
Optionspreistheorie
73
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45
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43
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43
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43
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35
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35
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431
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386
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4
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3
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Dhaene, Jan
259
Schoutens, Wim
224
Goovaerts, Marc J.
125
Albrecher, Hansjörg
90
Goovaerts, M. J.
75
Kaas, R.
68
Goovaerts, Marc
66
Madan, Dilip B.
66
Vanduffel, Steven
54
Denuit, Michel
52
Dhaene, J.
51
Goovaerts, M.
47
Kaas, Rob
46
Linders, Daniël
40
Vyncke, David
37
De Schepper, Ann
31
De Spiegeleer, Jan
31
Goovaerts, M.J.
25
De Vylder, F.
23
Tang, Qihe
22
Hoedemakers, Tom
20
Laeven, Roger J.A.
20
Decamps, Marc
17
Guillaume, Florence
17
Vanduffel, S.
17
Cheung, Ka Chun
16
Jönsson, Henrik
16
Beirlant, Jan
15
Van Weert, Koen
15
Darkiewicz, Grzegorz
14
Kukush, Alexander
14
Laeven, Roger J. A.
14
Vanmaele, Michèle
14
Vyncke, D.
13
Denuit, M.
12
Corcuera, José Manuel
11
Deelstra, Griselda
11
Höcht, Stephan
11
Stassen, Ben
11
Albrecher, Hansjoerg
10
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Tinbergen Instituut
6
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4
HAL
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2
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
2
Advanced Study Institute on Insurance Premiums <1983, Löwen>
1
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Collegio Carlo Alberto, Università degli Studi di Torino
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Facultat d'Economia i Empresa, Universitat de Barcelona
1
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1
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1
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1
Joanneum Research Forschungsgesellschaft
1
Springer-Verlag
1
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1
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1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
arXiv.org
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Insurance / Mathematics & economics
122
Insurance: Mathematics and Economics
113
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
31
AFI
29
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
16
International journal of theoretical and applied finance
12
Robert H. Smith School Research Paper
12
The journal of risk and insurance : the journal of the American Risk and Insurance Association
12
Review of Business and Economics
11
Astin bulletin : the journal of the International Actuarial Association
10
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen
9
Tijdschrift voor economie en management
8
Applied mathematical finance
7
Discussion paper / Tinbergen Institute
7
Risks
7
Scandinavian actuarial journal
7
Tinbergen Institute Discussion Papers
7
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Quantitative Finance
6
Review of derivatives research
6
The journal of computational finance
6
Tinbergen Institute Discussion Paper
6
Journal of Risk & Insurance
5
Research paper series / Swiss Finance Institute
5
Risks : open access journal
5
Annals of finance
4
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universsiteit te Leuvren, [Rapporten]
4
International journal of financial engineering
4
International journal of financial research
4
Quantitative finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working Papers / Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
4
Applied Mathematical Finance
3
Finance and stochastics
3
Journal of economic dynamics & control
3
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen, [Rapporten]
3
Mathematics and financial economics
3
Onderzoeksrapport / Katholieke Universiteit Leuven, Departement voor Toegepaste Economische Wetenschappen
3
Review of Derivatives Research
3
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Source
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ECONIS (ZBW)
460
RePEc
189
OLC EcoSci
137
EconStor
13
USB Cologne (EcoSocSci)
11
BASE
9
Other ZBW resources
4
USB Cologne (business full texts)
3
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11
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:
12
Convex order approximations in the case of cash flows of mixed signs
Dhaene, Jan
;
Goovaerts, Marc J.
;
Vanmaele, Michèle
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10009668361
Saved in:
13
Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Qihe
;
Goovaerts, …
-
2004
Persistent link: https://www.econbiz.de/10002153389
Saved in:
14
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2004
Persistent link: https://www.econbiz.de/10002263701
Saved in:
15
Risk measures and dependencies of risks
Darkiewicz, Grzegorz
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2004
Persistent link: https://www.econbiz.de/10002263800
Saved in:
16
On the evaluation of "saving-consumption" plans
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2004
Persistent link: https://www.econbiz.de/10002263824
Saved in:
17
Risk measurement with the equivalent utility principles
Denuit, Michel
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2005
Persistent link: https://www.econbiz.de/10003267099
Saved in:
18
On the evaluation of 'saving-consumption' plans
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Journal of pension economics and finance
4
(
2005
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10002839805
Saved in:
19
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
Saved in:
20
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
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