Luc Henrard

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
An explicit option-based strategy that outperforms dollar cost averaging
International Journal of Theoretical and Applied Finance
2012-05-07Paper
The ballistic resonance of transversal mechanical waves in random-dimer systems
Physics Letters. A
2011-10-21Paper
Some results on the CTE-based capital allocation rule
Insurance Mathematics & Economics
2009-01-28Paper
Optimal approximations for risk measures of sums of lognormals based on conditional expectations
Journal of Computational and Applied Mathematics
2008-10-22Paper
Analytic bounds and approximations for annuities and Asian options
Insurance Mathematics & Economics
2008-06-25Paper


Research outcomes over time


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