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1

Distribution-free option pricing

Ann De Schepper, Bart Heijnen

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 762 KB

english, 2007

2

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

3

Stochastic Upper Bounds for Present Value Functions

Marc J. Goovaerts, Jan Dhaene and Ann de Schepper

Journal:

Journal of Risk and Insurance

Year:

2000

Language:

english

File:

PDF, 335 KB

english, 2000

4

A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function

Michiels, Frederik, Koch, Inge, De Schepper, Ann

Journal:

Communication in Statistics- Theory and Methods

Year:

2011

Language:

english

File:

PDF, 396 KB

english, 2011

5

Model-assisted evaluation of crop load effects on stem diameter variations and fruit growth in peach

De Swaef, Tom, Mellisho, Carmen D., Baert, Annelies, De Schepper, Veerle, Torrecillas, Arturo, Conejero, Wenceslao, Steppe, Kathy

Journal:

Year:

2014

Language:

english

File:

PDF, 1.46 MB

english, 2014

6

A New Graphical Tool for Copula Selection

Michiels, Frederik, De Schepper, Ann

Journal:

Journal of Computational and Graphical Statistics

Year:

2013

Language:

english

File:

PDF, 665 KB

english, 2013

7

In-vitro metabolism of celecoxib, a cyclooxygenase-2 inhibitor, by allelic variant forms of human liver microsomal cytochrome P450 2C9: correlation with CYP2C9 genotype and in-vivo pharmacokinetics

Tang, Cuyue, Shou, Magang, Rushmore, Thomas H., Mei, Qin, Sandhu, Punam, Woolf, Eric J., Rose, Mark J., Gelmann, Alyssa, Greenberg, Howard E., De Lepeleire, Inge, Van Hecken, Anne, De Schepper, Paul J

Journal:

Pharmacogenetics

Year:

2001

Language:

english

File:

PDF, 263 KB

english, 2001

8

The dinoflagellate cyst genera Achomosphaera Evitt 1963 and Spiniferites Mantell 1850 in Pliocene to modern sediments: a summary of round table discussions

Mertens, Kenneth Neil, Van Nieuwenhove, Nicolas, Gurdebeke, Pieter R., Aydin, Hilal, Bogus, Kara, Bringué, Manuel, Dale, Barrie, De Schepper, Stijn, de Vernal, Anne, Ellegaard, Marianne, Grothe, Arjen

Journal:

Year:

2018

File:

PDF, 5.38 MB

2018

9

Distribution of common modern dinoflagellate cyst taxa in surface sediments of the Northern Hemisphere in relation to environmental parameters: The new n=1968 database

de Vernal, Anne, Radi, Taoufik, Zaragosi, Sebastien, Van Nieuwenhove, Nicolas, Rochon, André, Allan, Estelle, De Schepper, Stijn, Eynaud, Frédérique, Head, Martin J., Limoges, Audrey, Londeix, Laurent

Journal:

Marine Micropaleontology

Year:

2019

Language:

english

File:

PDF, 40.14 MB

english, 2019

10

An overview and brief description of common marine organic-walled dinoflagellate cyst taxa occurring in surface sediments of the Northern Hemisphere

Van Nieuwenhove, Nicolas, Head, Martin J., Limoges, Audrey, Pospelova, Vera, Mertens, Kenneth N., Matthiessen, Jens, De Schepper, Stijn, de Vernal, Anne, Eynaud, Frédérique, Londeix, Laurent, Marret,

Journal:

Marine Micropaleontology

Year:

2019

File:

PDF, 1.08 MB

2019

11

Comprehensive NF1 screening on cultured Schwann cells from neurofibromas

Ophélia Maertens, Hilde Brems, Jo Vandesompele, Thomas De Raedt, Ine Heyns, Thorsten Rosenbaum, Sofie De Schepper, Anne De Paepe, Geert Mortier, Sandra Janssens, Frank Speleman, Eric Legius, Ludwine M

Journal:

Year:

2006

Language:

english

File:

PDF, 242 KB

english, 2006

12

Applications of δ-function perturbation to the pricing of derivative securities

Marc Decamps, Ann De Schepper, Marc Goovaerts

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2004

Language:

english

File:

PDF, 275 KB

english, 2004

13

A path integral approach to asset-liability management

Marc Decamps, Ann De Schepper, Marc Goovaerts

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2006

Language:

english

File:

PDF, 254 KB

english, 2006

14

Edgeworth expansions of stochastic trading time

Marc Decamps, Ann De Schepper

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2010

Language:

english

File:

PDF, 583 KB

english, 2010

15

Closed-form approximations for diffusion densities: a path integral approach

Marc Goovaerts, Ann De Schepper, Marc Decamps

Journal:

Journal of Computational and Applied Mathematics

Year:

2004

Language:

english

File:

PDF, 395 KB

english, 2004

16

How to estimate the Value at Risk under incomplete information

Ann De Schepper, Bart Heijnen

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 1.19 MB

english, 2010

17

Spectral decomposition of optimal asset–liability management

Marc Decamps, Ann De Schepper, Marc Goovaerts

Journal:

Journal of Economic Dynamics and Control

Year:

2009

Language:

english

File:

PDF, 690 KB

english, 2009

18

IBNR reserves under stochastic interest rates

Marc Goovaerts, Ann De Schepper

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 806 KB

english, 1997

19

The GARCH(1,1)-M model: results for the densities of the variance and the mean

Ann De Schepper, Marc J. Goovaerts

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 113 KB

english, 1999

20

Rapidly developing Cushing syndrome in a 4-year-old patient during combined treatment with itraconazole and inhaled budesonide

Elke De Wachter, Jesse Vanbesien, Iris De Schutter, Anne Malfroot, Jean De Schepper

Journal:

European Journal of Pediatrics

Year:

2003

Language:

english

File:

PDF, 164 KB

english, 2003

21

An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates

Inge Koch, Ann De Schepper

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 891 KB

english, 2007

22

Pharmacodynamics and tolerability of L-654,066, a steroid 5α-reductase inhibitor, in men

Depré, Marleen, Meeter, Carol, Van Hecken, Anne, Laskin, Oscar L, Buntinx, Agnes, De Schepper, Paul J

Journal:

Clinical Pharmacology & Therapeutics

Year:

1992

Language:

english

File:

PDF, 286 KB

english, 1992

23

How to improve the fit of Archimedean copulas by means of transforms

Frederik Michiels, Ann De Schepper

Journal:

Statistical Papers

Year:

2012

Language:

english

File:

PDF, 264 KB

english, 2012

24

Determining the absolute abundance of dinoflagellate cysts in recent marine sediments: The Lycopodium marker-grain method put to the test

Kenneth Neil Mertens, Koen Verhoeven, Thomas Verleye, Stephen Louwye, Ana Amorim, Sofia Ribeiro, Amr S. Deaf, Ian C. Harding, Stijn De Schepper, Catalina González, Monika Kodrans-Nsiah, Anne De Vernal

Journal:

Review of Palaeobotany and Palynology

Year:

2009

Language:

english

File:

PDF, 1.02 MB

english, 2009

25

Hormonal effects, tolerability, and preliminary kinetics in men of MK-906, a 5α-reductase inhibitor

Paul J. De Schepper, Julianne Imperato-McGinley, Anne Van Hecken, Inge De Lepeleire, Agnes Buntinx, Josephine Carlin, Mary H. Gressi, Elizabeth Stoner

Journal:

Year:

1991

Language:

english

File:

PDF, 358 KB

english, 1991

26

Comparative bone status assessment by dual energy X-ray absorptiometry, peripheral quantitative computed tomography and quantitative ultrasound in adolescents and young adults with cystic fibrosis

Jean De Schepper, Inge Roggen, Stephanie Van Biervliet, Eddy Robberecht, Inge Gies, Kathleen De Waele, Elke De Wachter, Anne Malfroot, Frans De Baets, Kaatje Toye, Stefan Goemaere, Olivia Louis

Journal:

Journal of Cystic Fibrosis

Year:

2012

Language:

english

File:

PDF, 305 KB

english, 2012

27

Inhaled budesonide induced Cushing's syndrome in cystic fibrosis patients, due to drug inhibition of cytochrome P450

Elke De Wachter, Anne Malfroot, Iris De Schutter, Jesse Vanbesien, Jean De Schepper

Journal:

Journal of Cystic Fibrosis

Year:

2003

Language:

english

File:

PDF, 66 KB

english, 2003

28

Onderdompeling in het perspectief van de zorgvrager

Ann Lammens, Ann De Schepper

Journal:

Year:

2011

Language:

dutch

File:

PDF, 368 KB

dutch, 2011

29

Screening for brain metastases in patients with stage III non-small cell lung cancer: Is there additive value of magnetic resonance imaging above a contrast-enhanced computed tomography of the brain?

Hendriks, Lizza E.L., Bootsma, Gerben P., de Ruysscher, Dirk K.M., Scheppers, Nicole A.M., Hofman, Paul A.M., Brans, Boudewijn T., Dingemans, Anne-Marie C.

Journal:

Year:

2013

Language:

english

File:

PDF, 463 KB

english, 2013

30

A note on some new perpetuities

Decamps, Marc, Schepper, Ann De, Goovaerts, Marc, Schoutens, Wim

Journal:

Scandinavian Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 149 KB

english, 2005

31

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

32

Quantitative Bone Ultrasound at the Distal Radius in Adults with Cystic Fibrosis

Roggen, Inge, Louis, Olivia, Van Biervliet, Stephanie, Van Daele, Sabine, Robberecht, Eddy, De Wachter, Elke, Malfroot, Anne, De Waele, Kathleen, Gies, Inge, Vanbesien, Jesse, De Schepper, Jean

Journal:

Ultrasound in Medicine & Biology

Year:

2015

Language:

english

File:

PDF, 246 KB

english, 2015

33

Simulating coupled surface and subsurface water flow in a tile-drained agricultural catchment

De Schepper, Guillaume, Therrien, René, Refsgaard, Jens Christian, Hansen, Anne Lausten

Journal:

Journal of Hydrology

Year:

2015

Language:

english

File:

PDF, 2.92 MB

english, 2015

34

Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–2005

Annaert, Jan, Buelens, Frans, Cuyvers, Ludo, De Ceuster, Marc, Deloof, Marc, De Schepper, Ann

Journal:

Financial History Review

Year:

2011

Language:

english

File:

PDF, 771 KB

english, 2011

35

A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall

De Schepper, Ann, Heijnen, Bart, Goovaerts, Marc

Journal:

Scandinavian Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 190 KB

english, 1999

36

Transient Fetal Hypothyroidism Due to Direct Fetal Administration of Amiodarone for Drug Resistant Fetal Tachycardia

Vanbesien, Jesse, Casteels, Ann, Bougatef, Adel, De Catte, Luc, Foulon, Walter, De Bock, Sonja, Smitz, Johan, De Schepper, Jean

Journal:

American Journal of Perinatology

Year:

2001

Language:

english

File:

PDF, 48 KB

english, 2001

37

Improved Molecular Diagnostics of Idiopathic Short Stature and Allied Disorders: Quantitative Polymerase Chain Reaction-Based Copy Number Profiling of SHOX and Pseudoautosomal Region 1

D'haene, Barbara, Hellemans, Jan, Craen, Margarita, De Schepper, Jean, Devriendt, Koen, Fryns, Jean-Pierre, Keymolen, Kathelijn, Debals, Eveline, de Klein, Annelies, de Jong, Elisabeth M., Segers, Kar

Journal:

Journal of Clinical Endocrinology & Metabolism

Year:

2010

Language:

english

File:

PDF, 317 KB

english, 2010

38

Gastric emptying and gastro-oesophageal reflux in children with cystic fibrosis

Hauser, Bruno, De Schepper, Jean, Malfroot, Anne, De Wachter, Elke, De Schutter, Iris, Keymolen, Kathelijn, Vandenplas, Yvan

Journal:

Journal of Cystic Fibrosis

Year:

2016

Language:

english

File:

PDF, 222 KB

english, 2016

39

Increased aortic stiffness in prepubertal girls with Turner syndrome

De Groote, Katya, Devos, Daniel, Van Herck, Koen, De Wolf, Daniel, Van der Straaten, Saskia, Rietzschel, Ernst, Raes, Ann, Vandekerckhove, Kristof, Panzer, Joseph, De Wilde, Hans, De Schepper, Jean

Journal:

Journal of Cardiology

Year:

2016

Language:

english

File:

PDF, 1.49 MB

english, 2016

40

Pharmacokinetics and pharmacodynamics of multiple oral doses of MK-0591, a 5-lipoxygenase—activating protein inhibitor

Depré, Marken, Friedman, Beth, Van Hecken, Anne, De Lepeleire, Inge, Tanaka, Wesley, Dallob, Aimee, Shingo, Sumiko, Porras, Arturo, Lin, Charles, De Schepper, Paul J

Journal:

Clinical Pharmacology & Therapeutics

Year:

1994

Language:

english

File:

PDF, 651 KB

english, 1994

41

MO044DO WE HAVE EVIDENCE FOR BONE AND MINERAL METABOLISM ALTERATIONS IN CHILDREN WITH AUTOSOMAL DOMINANT POLYCYSTIC KIDNEY DISEASE?

De Rechter, Stéphanie, Bacchetta, Justine, Godefroid, Nathalie, Dubourg, Laurence, Cochat, Pierre, Macquet, Julie, Raes, Ann, De Schepper, Jean, Vermeersch, Pieter, Van Dyck, Maria, D'Haese, Patrick,

Journal:

Nephrology Dialysis Transplantation

Year:

2017

Language:

english

File:

PDF, 42 KB

english, 2017

42

Evidence for Bone and Mineral Metabolism Alterations in Children with Autosomal Dominant Polycystic Kidney Disease

De Rechter, Stéphanie, Bacchetta, Justine, Godefroid, Nathalie, Dubourg, Laurence, Cochat, Pierre, Maquet, Julie, Raes, Ann, De Schepper, Jean, Vermeersch, Pieter, Van Dyck, Maria, Levtchenko, Elena,

Journal:

Journal of Clinical Endocrinology & Metabolism

Year:

2017

Language:

english

File:

PDF, 467 KB

english, 2017

43

Quaternary dinoflagellate cysts in the Arctic Ocean: Potential and limitations for stratigraphy and paleoenvironmental reconstructions

Matthiessen, Jens, Schreck, Michael, De Schepper, Stijn, Zorzi, Coralie, de Vernal, Anne

Journal:

Quaternary Science Reviews

Year:

2018

Language:

english

File:

PDF, 3.65 MB

english, 2018

44

Nutritional Status of Children Hospitalized for Parapneumonic Effusion

Huysentruyt, Koen, Alliet, Philippe, Raes, Marc, Willekens, Julie, De Schutter, Iris, De Wachter, Elke, Malfroot, Anne, Devreker, Thierry, Goyens, Philippe, Vandenplas, Yvan, De Schepper, Jean, Bacura

Journal:

Year:

2014

Language:

english

File:

PDF, 306 KB

english, 2014

45

Cognitive Fatigue, Sleep and Cortical Activity in Multiple Sclerosis Disease. A Behavioral, Polysomnographic and Functional Near-Infrared Spectroscopy Investigation

Borragán, Guillermo, Gilson, Médhi, Atas, Anne, Slama, Hichem, Lysandropoulos, Andreas, De Schepper, Melanie, Peigneux, Philippe

Journal:

Frontiers in Human Neuroscience

Year:

2018

Language:

english

File:

PDF, 2.25 MB

english, 2018

46

The dinoflagellate cyst genera Achomosphaera Evitt 1963 and Spiniferites Mantell 1850 in Pliocene to modern sediments: a summary of round table discussions

Mertens, Kenneth Neil, Van Nieuwenhove, Nicolas, Gurdebeke, Pieter R., Aydin, Hilal, Bogus, Kara, Bringué, Manuel, Dale, Barrie, De Schepper, Stijn, de Vernal, Anne, Ellegaard, Marianne, Grothe, Arjen

Journal:

Year:

2018

Language:

english

File:

PDF, 5.38 MB

english, 2018

47

SUN-594 Pubertal Timing and Hormonal Correlates in Male Obesity

De Schepper, Jean, Berlanger, Evy, Van Helvoirt, Monique, De Guchtenaere, Ann, BasslÃ©, Eddy, Anckaert, Ellen, Vanbesien, Jesse, Gies, Inge

Journal:

Journal of the Endocrine Society

Year:

2020

File:

PDF, 91 KB

2020