The following pages link to David Vyncke (Q414599):
Displayed 13 items.
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- Item:Q414599 (redirect page) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- On the calibration of the 3/2 model (Q1734372) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- Multivariate risk sharing and the derivation of individually rational Pareto optima (Q2344378) (← links)
- Convex upper and lower bounds for present value functions (Q2739981) (← links)
- (Q2968298) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (Q4661650) (← links)
- Stable Laws and the Present Value of Fixed Cash Flows (Q5715935) (← links)