Jan Liinev

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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
Diagnostic test analyses in search of their gold standard: latent class analyses with random effects
Statistical Methods in Medical Research
2007-11-01Paper
The Lévy Swap Market Model
Applied Mathematical Finance
2007-07-16Paper
On the distributional distance between the lognormal LIBOR and swap market models
Quantitative Finance
2006-03-08Paper
Bounds for the price of discrete arithmetic Asian options
Journal of Computational and Applied Mathematics
2005-10-26Paper
Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
Insurance Mathematics & Economics
2005-01-13Paper
Pricing of arithmetic basket options by conditioning.
Insurance Mathematics & Economics
2004-05-27Paper


Research outcomes over time


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