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Stochastic preferences and general equilibrium theory
Delbaen, Freddy
- In:
Allocation under uncertainty: equilibrium and …
,
(pp. 98-109)
.
1974
Persistent link: https://www.econbiz.de/10003523914
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2
Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
-
1999
Persistent link: https://www.econbiz.de/10001355592
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Bounds for stop-loss premiums of stochastic sums : (with applications to life contingencies)
Hoedemakers, Tom
;
Darkiewicz, Grzegorz
;
Deelstra, Griselda
-
2005
Persistent link: https://www.econbiz.de/10002724534
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4
Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda
;
Rayée, Grégory
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
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Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets
Deelstra, Griselda
;
Rayée, Grégory
;
Vanduffel, Steven
; …
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 237-276
Persistent link: https://www.econbiz.de/10010393957
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6
Local volatility pricing models for long-dated FX derivatives
Deelstra, Griselda
;
Rayée, Grégory
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 380-402
Persistent link: https://www.econbiz.de/10010187656
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Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 124-146
Persistent link: https://www.econbiz.de/10010473569
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8
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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9
Quanto implied correlation in a multi-lévy framework
Ballota, Laura
;
Deelstra, Griselda
;
Rayée, Grégory
-
2015
Persistent link: https://www.econbiz.de/10011628452
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10
The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
Deelstra, Griselda
;
Grasselli, Martino
;
Van Weverberg, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 205-219
Persistent link: https://www.econbiz.de/10011630651
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