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Option pricing methods : an overview

Van Hulle, Cynthia M. - In: Insurance / Mathematics & economics 7 (1988) 3, pp. 139-152

Persistent link: https://www.econbiz.de/10001058136

Belfox: een empirische analyse van de opstartfase

Van Hulle, Cynthia M. - In: Tijdschrift voor economie en management 38 (1993) 4, pp. 425-449

Persistent link: https://www.econbiz.de/10001158413

Belfox: wisselwerking met de aandelenmarkt

Van Hulle, Cynthia M. - In: Revue de la banque 58 (1994) 6, pp. 360-369

Persistent link: https://www.econbiz.de/10001165484

The poison warrant : a powerful poison pill

Van Hulle, Cynthia M.; Geens, Koen - 1992

Persistent link: https://www.econbiz.de/10000847133

A recursive approach to mortality-linked derivative pricing

Shang, Zhaoning; Goovaerts, Marc J.; Dhaene, Jan - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 240-248

Persistent link: https://www.econbiz.de/10009242028

Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach

Chen, Ze; Chen, Bingzheng; Dhaene, Jan - In: Scandinavian actuarial journal 2020 (2020) 9, pp. 792-818

Persistent link: https://www.econbiz.de/10012313738

Lévy processes in finance : pricing financial derivatives

Schoutens, Wim - 2003

Persistent link: https://www.econbiz.de/10001728004

Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model

Linders, Daniël - 2015

In this paper we employ a one-factor Lévy model to determine basket option prices. More precisely, basket option prices are determined by replacing the distribution of the real basket with an appropriate approximation. For the approximate basket we determine the underlying characteristic...

Persistent link: https://www.econbiz.de/10013033163

Pricing contingent convertibles : a derivatives approach

De Spiegeleer, Jan; Schoutens, Wim - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 27-36

Persistent link: https://www.econbiz.de/10009718109

Two processes for two prices

Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10010363955