David Vyncke: search on Z-Library

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1

Comonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of Risk

Chateauneuf, Alain, Mostoufi, Mina, Vyncke, David

Journal:

The Journal of Derivatives

Year:

2016

Language:

english

File:

PDF, 990 KB

english, 2016

2

On the calibration of the 3/2 model

Gudmundsson, Hilmar, Vyncke, David

Journal:

European Journal of Operational Research

Year:

2019

Language:

english

File:

PDF, 908 KB

english, 2019

3

Bounds for present value functions with stochastic interest rates and stochastic volatility

Ann De Schepper, Marc Goovaerts, Jan Dhaene, Rob Kaas, David Vyncke

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 453 KB

english, 2002

4

Stable Laws and the Present Value of Fixed Cash Flows

Goovaerts, Marc J., De Schepper, Ann, Vyncke, David, Dhaene, Jan, Kaas, Rob

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 242 KB

english, 2003

5

Multivariate risk sharing and the derivation of individually rational Pareto optima

Chateauneuf, Alain, Mostoufi, Mina, Vyncke, David

Journal:

Mathematical Social Sciences

Year:

2015

Language:

english

File:

PDF, 402 KB

english, 2015

6

A multivariate dependence measure for aggregating risks

Dhaene, Jan, Linders, Daniël, Schoutens, Wim, Vyncke, David

Journal:

Journal of Computational and Applied Mathematics

Year:

2014

Language:

english

File:

PDF, 423 KB

english, 2014

7

Ultrafast perturbation maps as a quantitative tool for testing of multi-port photonic devices

Vynck, Kevin, Dinsdale, Nicholas J., Chen, Bigeng, Bruck, Roman, Khokhar, Ali Z., Reynolds, Scott A., Crudgington, Lee, Thomson, David J., Reed, Graham T., Lalanne, Philippe, Muskens, Otto L.

Journal:

Nature Communications

Year:

2018

Language:

english

File:

PDF, 2.23 MB

english, 2018

8

SPIE Proceedings [SPIE Photonics Europe - Strasbourg, France (Monday 3 April 2006)] Photonic Crystal Materials and Devices III - Linear waveguides in photonic crystals based on periodic arrangement of spheres

Vynck, Kevin, Cassagne, David, Centeno, Emmanuel, Adibi, Ali, Lin, Shawn-Yu, Scherer, Axel

Year:

2006

Language:

english

File:

PDF, 682 KB

english, 2006

9

Superlattice for photonic band gap opening in monolayers of dielectric spheres

Vynck, Kevin, Cassagne, David, Centeno, Emmanuel

Journal:

Year:

2006

Language:

english

File:

PDF, 340 KB

english, 2006

10

Graded photonic crystals curve the flow of light: An experimental demonstration by the mirage effect

Akmansoy, Eric, Centeno, Emmanuel, Vynck, Kevin, Cassagne, David, Lourtioz, Jean-Michel

Journal:

Applied Physics Letters

Year:

2008

Language:

english

File:

PDF, 551 KB

english, 2008

11

Self-assembled three-dimensional inverted photonic crystals on a photonic chip

Arpiainen, Sanna, Vynck, Kevin, Dekker, James, Kapulainen, Markku, Khunsin, Worawut, Aalto, Timo, Mulot, Mikael, Kocher-Oberlehrer, Gudrun, Zentel, Rudolf, Torres, Clivia M. Sotomayor, Cassagne, David

Journal:

physica status solidi (a)

Year:

2017

Language:

english

File:

PDF, 1.24 MB

english, 2017

12

Broadband single-mode waveguiding in two- and three-dimensional hybrid photonic crystals based on silicon inverse opals

Qiu, Gaoxin, Vynck, Kevin, Cassagne, David, Centeno, Emmanuel

Journal:

Year:

2007

Language:

english

File:

PDF, 855 KB

english, 2007

13

Minimizing the Risk of a Financial Product Using a Put Option

Griselda Deelstra, Michèle Vanmaele and David Vyncke

Journal:

Journal of Risk and Insurance

Year:

2010

Language:

english

File:

PDF, 1.92 MB

english, 2010

14

[OSA Nanophotonics - Uncasville, Connecticut (2006..-..)] Integrated Photonics Research and Applications/Nanophotonics - Highly Tunable Waveguides and Bends Based on Graded Photonic Crystals

Centeno, Emmanuel, Vynck, Kevin, Cassagne, David

Year:

2006

Language:

english

File:

PDF, 342 KB

english, 2006

15

SPIE Proceedings [SPIE Photonics Europe - Strasbourg, France (Monday 7 April 2008)] Silicon Photonics and Photonic Integrated Circuits - Slow-light photonic crystal waveguides with ring-shaped holes on silicon-on-insulator

Säynätjoki, Antti, Righini, Giancarlo C., Honkanen, Seppo K., Mulot, Mikaël, Vynck, Kevin, Pavesi, Lorenzo, Vivien, Laurent, Cassagne, David, Ahopelto, Jouni, Lipsanen, Harri

Year:

2008

Language:

english

File:

PDF, 834 KB

english, 2008

16

Sexual Dimorphism in the Early Life Programming of Serum Leptin Levels in European Adolescents: The HELENA Study

Labayen, Idoia, Ruiz, Jonatan R., Huybrechts, Inge, Ortega, Francisco B., Rodríguez, Gerardo, DeHenauw, Stefaan, Breidenassel, Christina, Jiménez-Pavón, David, Vyncke, Khrisna E., Censi, Laura, Molnar

Journal:

Journal of Clinical Endocrinology & Metabolism

Year:

2011

Language:

english

File:

PDF, 211 KB

english, 2011

17

The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets

Jan Dhaene, Daniël Linders, Wim Schoutens, David Vyncke

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 480 KB

english, 2012

18

On the Calibration of the 3/2 Model

Gudmundsson, Hilmar, Vyncke, David

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 545 KB

english, 2017

19

Light bending and quasi-transparency in metallic graded photonic crystals

Emmanuel Centeno, Eric Akmansoy, Kevin Vynck, David Cassagne, Jean-Michel Lourtioz

Journal:

Photonics and Nanostructures - Fundamentals and Applications

Year:

2010

Language:

english

File:

PDF, 332 KB

english, 2010

20

Minimizing the Risk of a Financial Product Using a Put Option

Griselda Deelstra, Michèle Vanmaele, David Vyncke

Journal:

Journal of Risk and Insurance

Year:

2010

Language:

english

File:

PDF, 296 KB

english, 2010

21

All-optical spatial light modulator for reconfigurable silicon photonic circuits

Bruck, Roman, Vynck, Kevin, Lalanne, Philippe, Mills, Ben, Thomson, David J., Mashanovich, Goran Z., Reed, Graham T., Muskens, Otto L.

Journal:

Year:

2016

Language:

english

File:

PDF, 2.17 MB

english, 2016

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