prof. dr. David Vyncke
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- Journal Article
- A1
- open access
A generalized weighted Monte Carlo calibration method for derivative pricing
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- Journal Article
- A1
- open access
On the calibration of the 3/2 model
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Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
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Actuarial and financial mathematics conference: interplay between finance and insurance, February 5-6, 2015
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)(2015) -
Multivariate risk sharing and the derivation of individually rational Pareto optima
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Actuarial and financial mathematics conference : interplay between finance and insurance, February 6-7, 2014
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)(2014) -
- Journal Article
- A1
- open access
A multivariate dependence measure for aggregating risks
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Actuarial and financial mathematics conference : interplay between finance and insurance, February 7-8, 2013
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)(2013) -
Actuarial and financial mathematics conference : interplay between finance and insurance, February 9-10, 2012
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)(2012) -
- Journal Article
- A1
- open access
The Herd Behavior Index: a new measure for the implied degree of co-movement in stock markets