Zobrazeno 1 - 10
of 91
pro vyhledávání: '"Vyncke, D."'
Publikováno v:
The Journal of Risk and Insurance, 2005 Jun 01. 72(2), 253-300.
Externí odkaz:
https://www.jstor.org/stable/3519950
Publikováno v:
The Journal of Risk and Insurance, 2003 Sep 01. 70(3), 563-575.
Externí odkaz:
https://www.jstor.org/stable/3519909
Publikováno v:
In Insurance Mathematics and Economics 2002 31(2):133-161
Publikováno v:
In Insurance Mathematics and Economics 2002 31(1):3-33
Publikováno v:
Applied Stochastic Models in Business & Industry. Apr-Jun2001, Vol. 17 Issue 2, p149-164. 16p.
Optical deep level transient spectroscopy of minority carrier traps in n-type high-purity germanium.
Publikováno v:
Journal of Applied Physics; 5/15/1997, Vol. 81 Issue 10, p6767, 6p
Autor:
van Beek, M., Mandjes, M., Spreij, P., Winands, E., Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S., Vyncke, D.
Publikováno v:
Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014, 97-102
STARTPAGE=97;ENDPAGE=102;TITLE=Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014
STARTPAGE=97;ENDPAGE=102;TITLE=Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::b3e707fbd3c53579ddd418903421175c
https://dare.uva.nl/personal/pure/en/publications/markov-switching-affine-processes-and-applications-to-pricing(106e8fe3-2245-4160-8c77-34e1eab39ef5).html
https://dare.uva.nl/personal/pure/en/publications/markov-switching-affine-processes-and-applications-to-pricing(106e8fe3-2245-4160-8c77-34e1eab39ef5).html
In this article, we elaborate amethod for determining the optimal strike price for a put option, used to hedge a position in a financial product such as a basket of shares and a bond. This strike price is optimal in the sense that it minimizes, for a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3848::c404554a4b5377a24fd600383ff59e5e
https://hdl.handle.net/20.500.14017/8d9376b8-b177-49eb-bd54-81bc4a37c3ed
https://hdl.handle.net/20.500.14017/8d9376b8-b177-49eb-bd54-81bc4a37c3ed
Publikováno v:
Insurance: Mathematics & Economics, 42(2). Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::318e8f5939a83054c62bffd3bac3dcf8
https://dare.uva.nl/personal/pure/en/publications/editorial-the-10th-ime-conference-in-leuven-2006(efb4158a-ea24-4c6c-ab44-56237c06f5f3).html
https://dare.uva.nl/personal/pure/en/publications/editorial-the-10th-ime-conference-in-leuven-2006(efb4158a-ea24-4c6c-ab44-56237c06f5f3).html
Publikováno v:
Tijdschrift voor economie en management, 50(1), 103-114
We consider a continuous-time Markowitz type portfolio problem that consists of minimizing the discounted cost of a given cash-fl ow under the constraint of a restricted Capital at Risk. In a Black-Scholes setting, upper and lower bounds are obtained
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::2caad92baa1878c3df9d8fb837837ef3
https://dare.uva.nl/personal/pure/en/publications/optimal-portfolio-selection-for-cashflows-with-bounded-capital-at-risk(e9fbeeb7-5892-4156-b51e-c80a22535996).html
https://dare.uva.nl/personal/pure/en/publications/optimal-portfolio-selection-for-cashflows-with-bounded-capital-at-risk(e9fbeeb7-5892-4156-b51e-c80a22535996).html