Jan Dhaene
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Static super-replicating strategies for a class of exotic options
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5th Actuarial and financial mathematics day, 9 februari 2007
Michèle Vanmaele (UGent) , Griselda Deelstra, A De Schepper, Jan Dhaene, Huguette Reynaerts (UGent) , W Schoutens and P Van Goethem(2007) -
4th Actuarial and financial mathematics day, 10 februari 2006
Michèle Vanmaele (UGent) , A De Schepper, Jan Dhaene, Huguette Reynaerts (UGent) , W Schoutens and P Van Goethem(2006) -
Risk measures and comonotonicity: A review
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Bounds for the price of discrete arithmetic Asian options
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Bounds for the price of a European-style Asian option in a binary tree model
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Optimal portfolio selection for cash-flows with bounded capital at risk
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Comonotonic approximations for optimal portfolio selection problems
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3rd Actuarial and financial mathematics day, 4 februari 2005
Michèle Vanmaele (UGent) , A De Schepper, Jan Dhaene, Huguette Reynaerts (UGent) , W Schoutens and P Van Goethem(2005) -
An accurate analytical approximation for the price of a European-style arithmetic Asian option