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Vanna-Volga methods applied to FX derivatives : from theory to market practice
Bossens, Frédéric; Rayée, Grégory; Skantzos, Nikos S.; … - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1293-1324
Persistent link: https://www.econbiz.de/10008906158
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Minimizing the risk of a financial product using a put option
Deelstra, Griselda; Vanmaele, Michèle; Vyncke, David - In: The journal of risk and insurance : the journal of the … 77 (2010) 4, pp. 767-800
Persistent link: https://www.econbiz.de/10008798298
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An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda; Dhaene, Jan; Vanmaele, Michèle - In: Advanced mathematical methods for finance, (pp. 155-179). 2011
Persistent link: https://www.econbiz.de/10008991312
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Optimal funding of defined benefit pension plans
Hainaut, Donatien; Deelstra, Griselda - In: Journal of pension economics and finance 10 (2011) 1, pp. 31-52
Persistent link: https://www.econbiz.de/10009007169
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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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Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda; Rayée, Grégory - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
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Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
Hainaut, Donatien; Deelstra, Griselda - In: Journal of economic dynamics & control 44 (2014), pp. 124-146
Persistent link: https://www.econbiz.de/10010473569
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Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets
Deelstra, Griselda; Rayée, Grégory; Vanduffel, Steven; … - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 237-276
Persistent link: https://www.econbiz.de/10010393957
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Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
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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