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The herd behavior index : a new measure for systemic risk in financial markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2011
Persistent link: https://www.econbiz.de/10009485835
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - 2015 - Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - In: International journal of financial engineering 2 (2015) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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On the (in-)dependence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 522-531
Persistent link: https://www.econbiz.de/10009763595
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A note on the independence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - 2012
Persistent link: https://www.econbiz.de/10009731599
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Lévy processes and the financial crisis : can we design a more effective deposit protection?
Maccaferri, Sara; Cariboni, Jessica; Schoutens, Wim - In: International journal of financial research 4 (2013) 1, pp. 5-28
Persistent link: https://www.econbiz.de/10009701637
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Calibration risk : illustrating the impact of calibration risk under the Heston model
Guillaume, Florence; Schoutens, Wim - In: Review of derivatives research 15 (2012) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10009627433
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Implied liquidity: towards stochastic liquidity modelling and liquidity trading
Corcuera, José Manuel; Guillaume, Florence; Madan, Dilip B. - In: International Journal of Portfolio Analysis and Management 1 (2012) 1, pp. 80-91
Persistent link: https://www.econbiz.de/10009706521
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Simple processes and the pricing and hedging of Cliquets
Madan, Dilip B.; Schoutens, Wim - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
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Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan; Schoutens, Wim - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 27-36
Persistent link: https://www.econbiz.de/10009718109