Communications publiées lors de congrès ou colloques nationaux et internationaux (26)

  1. 7. Deelstra, G., Ezzine, A., & Janssen, J. (2004). Option valuation and parameter estimation in a non-affine stochastic volatility model. CD-ROM Proceedings of the 8th International Congress on Insurance: Mathematics and Economics (p. 25).
  2. 8. Deelstra, G., Liinev, J., & Vanmaele, M. (2004). Approximation of stop-loss premius involving sums of lognormals by conditioning on more than one variable. CD-ROM Proceedings of the 21th Conférence Internationale de l'Association Française de Finance (AFFI) (p. 29).
  3. 9. Darkiewicz, G., Deelstra, G., Dhaene, J., Hoedemakers, T., & Vanmaele, M. (2004). Bounds for Stop-loss Premiums of Life Annuities with Random Interest Rates. CD-ROM Proceedings of the 8th International Congress on Insurance: Mathematics and Economics (p. 25).
  4. 10. Deelstra, G., Liinev, J., & Vanmaele, M. (2003). Pricing of arithmetic basket and Asian basket options by conditioning. CD-ROM Proceedings of the "20th" Conference Internationale de l'Association Française de Finance (AFFI) and 7th International Congress on Insurance: Mathematics and Economics (p. 23).
  5. 11. Deelstra, G., Liinev, J., & Vanmaele, M. (2003). Approximation of stop-loss premiums involving sums of lognormals by conditioning on more than one variable. CD-ROM Proceedings of the 20th Conférence Internationale de l'Association Française de Finance (AFFI) and 7th International Congress on Insurance: Mathematics and Economics (p. 19).
  6. 12. Deelstra, G., Ezzine, A., & Janssen, J. (2003). Option valuation in a non-affine stochastic volatility jump diffusion model. CD-ROM Proceedings of the 20th Conférence Internationale de l'Association Française de Finance (AFFI) and 7th International Congress on Insurance: Mathematics and Economics (p. 21).
  7. 13. Vanmaele, M., Dhaene, J., Deelstra, G., Liinev, J., & Goovaerts, M. J. (2002). Bounds for the price of discretely sampled arithmetic Asian options. CD-ROM Proceedings of the 2nd Conference in Acturial Science and Finance (p. 36).
  8. 14. Reynaerts, H., Vanmaele, M., Dhaene, J., & Deelstra, G. (2002). Bounds for the Price of a European-style Asian Option in a Binary Tree Model. Proceedings of "The Second Euro-Japanese Workshop on Stochastic-Risk Modelling for Finance, Insurance, Production and Reliability (pp. 413-422).
  9. 15. Deelstra, G., & Janssen, J. (2001). Interaction between asset liability management and risk theory: A multidimensional study. In Asmda (Applied stochastic models and data analysis). Vol. 1 (pp. 360-362).
  10. 16. Deelstra, G. (1999). Yield Option Pricing in the Generalized Cox-Ingersoll-Ross Model. Proceedings of "Insurance: Mathematics and Economics 99" (London). Vol. 4 (p. 14).
  11. 17. Deelstra, G., Grasselli, M., & Koehl, P.-F. (1999). Long-term Investments with Stochastic Interest Rates. Proceedings of "Insurance: Mathematics and Economics 99" (London). Vol. 4 (p. 20).
  12. 18. Deelstra, G. (1998). Yield option pricing in the generalized Cox-Ingersoll-Ross Model. CD-Rom Proceedings of the "International Conference in Finance of AFFI (Lille)

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