Articles dans des revues avec comité de lecture (58)
  1. 38. Vanmaele, M., Deelstra, G., Liinev, J., Dhaene, J., & Goovaerts, M. J. (2006). Bounds for the price of discretely sampled arithmetic Asian options. Journal of Computational and Applied Mathematics, 185(1), 51-90.
  2. 39. Deelstra, G., Grasselli, M., & Koehl, P.-F. (2004). Optimal design of the guarantee for defined contribution funds. Journal of Economic Dynamics and Control, 28(11), 2239-2260.
  3. 40. Vanmaele, M., Deelstra, G., & Liinev, J. (2004). Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables. Insurance. Mathematics & economics, 35(2), 343-367.
  4. 41. Deelstra, G., Liinev, J., & Vanmaele, M. (2004). Pricing of arithmetic basket options by conditioning. Insurance. Mathematics & economics, 34(1), 55-77. doi:10.1016/j.insmatheco.2003.11.002
  5. 42. Deelstra, G. (2003). A discussion note on “Pricing lookback options and dynamic guarantees”, Hans U. Gerber and Elias S.W. Shiu, January 2003. North American actuarial journal, 7(1), 66-67. doi:10.1080/10920277.2003.10596077
  6. 43. Deelstra, G., Grasselli, M., & Koehl, P.-F. (2003). Optimal investment strategies in the presence of a minimum guarantee. Insurance. Mathematics & economics, 33(1), 189-207.
  7. 44. Deelstra, G., & Janssen, J. (2002). Interaction between Asset Liability Management and Risk Theory : an Unsegmented and a Multidimensional Study. Bulletin français d'actuariat, 5(9), 61-95.
  8. 45. Deelstra, G., Pham, H., & Touzi, N. (2001). Dual formulation of the utility maximisation problem under transaction costs. Annals of Applied Probability, 11(4), 1353-1383.
  9. 46. Deelstra, G. (2000). Long-term returns in stochastic interest rate models: applications. Astin Bulletin, 30(1), 123-140.
  10. 47. Deelstra, G., Grasselli, M., & Koehl, P.-F. (2000). Optimal investment strategies in a CIR framework. Journal of Applied Probability, 37, 936-946.
  11. 48. Deelstra, G. (1999). Yield option pricing in the generalized Cox-Ingersoll-Ross Model. Finance, 20(2), 169-183.
  12. 49. Deelstra, G., Grasselli, M., & Koehl, P.-F. (1999). Conditional dominance criteria : definition and application to risk-management. Insurance. Mathematics & economics, 25, 295-306.
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