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Multivariate FX models with jumps : triangles, Quantos and implied correlation
Ballotta, Laura; Deelstra, Griselda; Rayée, Grégory - In: European journal of operational research : EJOR 260 (2017) 3, pp. 1181-1199
Persistent link: https://www.econbiz.de/10011714363
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Randomization and the valuation of guaranteed minimum death benefits
Deelstra, Griselda; Hieber, Peter - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1218-1236
Persistent link: https://www.econbiz.de/10014435008
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Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura; Rayée, Grégory - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
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Bounds for the price of a European-style Asian option in a binary tree model
Reynaerts, Huguette; Vanmaele, Michele; Dhaene, Jan; … - In: European journal of operational research : EJOR 168 (2006) 2, pp. 322-332
Persistent link: https://www.econbiz.de/10006641229
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A note on the properties of the optimal solution(s) of the Greed and Regret problem
Deelstra, Griselda; Petkovic, Alexandre; Vanmaele, Michèle - In: European journal of operational research : EJOR 204 (2010) 3, pp. 690-694
Persistent link: https://www.econbiz.de/10008375397