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Impact of flexible periodic pr...
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Bernard, Carole
;
Cui, Zhenyu
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 69-104
Persistent link: https://www.econbiz.de/10009382523
Saved in:
2
Prices and asymptotics for discrete variance swaps
Bernard, Carole
;
Cui, Zhenyu
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 140-173
Persistent link: https://www.econbiz.de/10010352006
Saved in:
3
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
4
On the martingale property in stochastic volatility models based on time-homogeneous diffusions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 194-223
Persistent link: https://www.econbiz.de/10011739452
Saved in:
5
Financial bounds for insurance claims
Bernard, Carole
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10010340238
Saved in:
6
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
7
Explicit representation of cost-efficient strategies
Bernard, Carole
;
Boyle, Phelim P.
;
Vanduffel, Steven
- In:
Finance : revue de l'Association Française de Finance
35
(
2014
)
2
,
pp. 5-55
Persistent link: https://www.econbiz.de/10010421553
Saved in:
8
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
Saved in:
9
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
10
Optimal insurance in the presence of multiple policyholders
Bernard, Carole
;
Liu, Fangda
;
Vanduffel, Steven
- In:
Journal of economic behavior & organization : JEBO
180
(
2020
),
pp. 638-656
Persistent link: https://www.econbiz.de/10012487474
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