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Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann; Goovaerts, Marc J.; Dhaene, Jan; Kaas, R. - 2002
Persistent link: https://www.econbiz.de/10001655514
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Copulas and the distribution of cash flows with mixed signs
Goovaerts, Marc J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916856
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Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc J.; … - 2003
Persistent link: https://www.econbiz.de/10001938553
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Pricing exotic options under local volatility
Decamps, Marc; Goovaerts, Marc J.; De Schepper, Ann - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10002749078
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On the use of copulas for calculating the present value of a general cash flow
Goovaerts, Marc J.; De Schepper, Ann; Hua, Yong; … - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 69-93
Persistent link: https://www.econbiz.de/10002749736
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On the distribution of life annuities with stochastic interest rates
Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc J. - 2005
Persistent link: https://www.econbiz.de/10002724614
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Static hedging of Asian options under Lévy models
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc J.; … - In: The journal of derivatives : the official publication … 12 (2004) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
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An investigation on the use of copulas when calculating general cash flow distributions
Goovaerts, Marc J.; De Schepper, Ann; Hua, Yong; … - 2004
Persistent link: https://www.econbiz.de/10002263734
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Transform analysis and asset pricing for diffusion processes : a recursive approach
Goovaerts, Marc J.; Laeven, Roger; Shang, Zhaoning - In: The journal of computational finance 16 (2012/13) 1, pp. 47-81
Persistent link: https://www.econbiz.de/10009631863
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Stochastic upper bounds for present value functions
Goovaerts, Marc J.; Dhaene, Jan; De Schepper, Ann - In: The journal of risk and insurance : the journal of the … 67 (2000) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001534101