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- open access
On an optimization problem related to static super-replicating strategies
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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) -
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) -
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) -
- Book Chapter
- open access
An overview of comonotonicity and its applications in finance and insurance
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Minimizing the risk of a financial product using a put option
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- Journal Article
- A1
- open access
Moment matching approximation of Asian basket option prices
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Pricing and hedging Asian basket spread options
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- Book Editor
- open access
Actuarial and financial mathematics conference: Interplay between finance and insurance, February 4-5, 2010
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens and Steven Vanduffel(2010)