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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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2
A multivariate dependence measure for aggregating risks
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
-
2013
Persistent link: https://www.econbiz.de/10010204096
Saved in:
3
Basket option pricing and implied correlation in a Lévy copula model
Linders, Daniël
;
Schoutens, Wim
-
2014
Persistent link: https://www.econbiz.de/10010422208
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4
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
Saved in:
5
Pricing index options in a multivariate black & scholes model
Linders, Daniël
-
2013
Persistent link: https://www.econbiz.de/10010204094
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6
Stochastic modeling of herd behavior indices
Guillaume, Florence
;
Linders, Daniël
-
2014
Persistent link: https://www.econbiz.de/10010357815
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7
The multivariate variance gamma model : basket option pricing and calibration
Linders, Daniël
;
Stassen, Ben
-
2014
Persistent link: https://www.econbiz.de/10010422200
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8
Index options : a model-free approach
Linders, Daniël
;
Dhaene, Jan
;
Hounnon, Hippolyte
; …
-
2012
Persistent link: https://www.econbiz.de/10009540840
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9
Ordered random vectors and equality in distribution
Cheung, Ka Chun
;
Dhaene, Jan
;
Kukush, Alexander
; …
-
2013
Persistent link: https://www.econbiz.de/10009731218
Saved in:
10
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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