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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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The minimal entropy martingale measure in a market of traded financial and actuarial risks
Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, … - 2014
Persistent link: https://www.econbiz.de/10010422203
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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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Pricing index options in a multivariate black & scholes model
Linders, Daniël - 2013
Persistent link: https://www.econbiz.de/10010204094
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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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A framework for robust measurement of implied correlation
Linders, Daniël; Schoutens, Wim - 2013
Persistent link: https://www.econbiz.de/10010239027
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A multivariate dependence measure for aggregating risks
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2013
Persistent link: https://www.econbiz.de/10010204096
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Stochastic modeling of herd behavior indices
Guillaume, Florence; Linders, Daniël - 2014
Persistent link: https://www.econbiz.de/10010357815
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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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Index options : a model-free approach
Linders, Daniël; Dhaene, Jan; Hounnon, Hippolyte; … - 2012
Persistent link: https://www.econbiz.de/10009540840