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Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann; Goovaerts, Marc; Dhaene, Jan; Kaas, Rob; … - In: Insurance / Mathematics & economics 31 (2002) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10006893484
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The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 357-371
Persistent link: https://www.econbiz.de/10009846326
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An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David; Goovaerts, Marc; Dhaene, Jan - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 121-139
Persistent link: https://www.econbiz.de/10009918894
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Minimizing the Risk of a Financial Product Using a Put Option
Deelstra, Griselda; Vanmaele, Michèle; Vyncke, David - In: The journal of risk and insurance : the journal of the … 77 (2010) 4, pp. 767-801
Persistent link: https://www.econbiz.de/10008722674
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NOTES AND COMMENTS: - Sharing Beliefs: Between Agreeing and Disagreeing
Billot, Antoine; Chateauneuf, Alain; Gilboa, Itzhak; … - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 685-694
Persistent link: https://www.econbiz.de/10006780322
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Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
Chateauneuf, Alain - In: Journal of mathematical economics 32 (1999) 1, pp. 21-46
Persistent link: https://www.econbiz.de/10006050992
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Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - In: Journal of mathematical economics 40 (2004) 5, pp. 547-572
Persistent link: https://www.econbiz.de/10006023540
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The Principle of Strong Diminishing Transfer
Chateauneuf, Alain; Gajdos, Thibault; Wilthien, Pierre-Henry - In: Journal of economic theory 103 (2002) 2, pp. 311-333
Persistent link: https://www.econbiz.de/10007664464
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From sure to strong diversification
Chateauneuf, Alain; Lakhnati, Ghizlane - In: Economic theory 32 (2007) 3, pp. 511-522
Persistent link: https://www.econbiz.de/10007746834
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Choice under uncertainty with the best and worst in mind: Neo-additive capacities
Chateauneuf, Alain; Eichberger, Jürgen; Grant, Simon - In: Journal of economic theory 137 (2007), pp. 538-567
Persistent link: https://www.econbiz.de/10007880684