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~person:"Goovaerts, Marc J."
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Black-Scholes model
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Black-Scholes-Modell
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Goovaerts, Marc J.
Lee, Cheng F.
13
Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Jüngel, Ansgar
11
Kohlmann, Michael
11
Wystup, Uwe
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Câmara, António
9
Ehrhardt, Matthias
9
Franke, Günter
9
Härdle, Wolfgang
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Korn, Ralf
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Schoutens, Wim
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Singh, Vipul Kumar
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9
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8
Fengler, Matthias R.
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Seydel, Rüdiger
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7
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Gikhman, Ilya I.
7
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7
Subrahmanyam, Marti G.
7
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Cui, Zhenyu
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6
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
International journal of theoretical and applied finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Tijdschrift voor economie en management
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ECONIS (ZBW)
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Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
2
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:
3
Optimal portfolio selection for cash-flows with bounded capital at risk
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Van …
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10002749749
Saved in:
4
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
-
2005
Persistent link: https://www.econbiz.de/10002724001
Saved in:
5
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
Saved in:
6
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
-
2003
Persistent link: https://www.econbiz.de/10001769796
Saved in:
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