Show 10 5 10 15 20 50 100 250 Sort by year (new to old) Actions Download search results Subscribe to news feed Your filters: cql: author exact 801001182649 cql: author exact 801000664004 Add to list Journal Article A1 Static super-replicating strategies for a class of exotic options Xinliang Chen, Griselda Deelstra, Jan Dhaene and Michèle Vanmaele (UGent) (2008) INSURANCE MATHEMATICS & ECONOMICS. 42(3). p.1067-1085 Add to list Journal Article A1 Bounds for the price of a European-style Asian option in a binary tree model Huguette Reynaerts (UGent) , Michèle Vanmaele (UGent) , Jan Dhaene and Griselda Deelstra (2006) EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. 168(2). p.322-332 Add to list Journal Article A1 Bounds for the price of discrete arithmetic Asian options Michèle Vanmaele (UGent) , Griselda Deelstra, Jan Liinev, Jan Dhaene and M Goovaerts (2006) JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. 185(1). p.51-90 Add to list Conference Paper C3 Bounds for stop-loss premiums of life annuities with random interest rates G Darkiewicz, Griselda Deelstra, Jan Dhaene, T Hoedemakers and Michèle Vanmaele (UGent) (2004) Insurance Mathematics and Economics, 8th International congress, Abstract. Add to list Conference Paper C3 Bounds for the price of discretely sampled arithmetic Asian options Michèle Vanmaele (UGent) , Griselda Deelstra, Jan Liinev, Jan Dhaene and MJ Goovaerts (2002) Proceedings of the 2nd conference in actuarial science and finance, Samos, 2002. Add to list Conference Paper C1 Bounds for the price of a European-style Asian option in a binary tree model Huguette Reynaerts (UGent) , Michèle Vanmaele (UGent) , Jan Dhaene and Griselda Deelstra (2002) Proceedings of the 2nd Euro-Japanese workshop on stochastic risk modelling for finance, insurance, production and reliability. p.413-422