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Deelstra, Griselda
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Vanna-Volga methods applied to FX derivatives : from theory to market practice
Bossens, Frédéric
;
Rayée, Grégory
;
Skantzos, Nikos S.
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1293-1324
Persistent link: https://www.econbiz.de/10008906158
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2
Yield option pricing in the generalized Cox-Ingersoll-Ross model
Deelstra, Griselda
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 169-183
Persistent link: https://www.econbiz.de/10001544353
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3
Long-term returns in stochastic interest rate models
Deelstra, Griselda
- In:
Selected papers of the International Conference on …
,
(pp. 280-283)
.
1995
Persistent link: https://www.econbiz.de/10001315786
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4
Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
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5
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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6
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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7
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda
;
Dhaene, Jan
;
Vanmaele, Michèle
- In:
Advanced mathematical methods for finance
,
(pp. 155-179)
.
2011
Persistent link: https://www.econbiz.de/10008991312
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8
Optimal funding of defined benefit pension plans
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Journal of pension economics and finance
10
(
2011
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10009007169
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9
Risk management of a bond portfolio using options
Annaert, Jan
;
Deelstra, Griselda
;
Heyman, Dries
; …
-
2007
Persistent link: https://www.econbiz.de/10003476828
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10
On an optimization problem related to static super-replicating strategies
Chen, Xinliang
;
Deelstra, Griselda
;
Dhaene, Jan
; …
-
2014
Persistent link: https://www.econbiz.de/10011418704
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