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1

VANNA-VOLGA METHODS APPLIED TO FX DERIVATIVES: FROM THEORY TO MARKET PRACTICE

BOSSENS, FRÉDÉRIC, RAYÉE, GRÉGORY, SKANTZOS, NIKOS S., DEELSTRA, GRISELDA

Journal:

International Journal of Theoretical and Applied Finance

Year:

2010

Language:

english

File:

PDF, 536 KB

english, 2010

2

Local Volatility Pricing Models for Long-Dated FX Derivatives

Deelstra, Griselda, Rayée, Grégory

Journal:

Applied Mathematical Finance

Year:

2013

Language:

english

File:

PDF, 215 KB

english, 2013

3

VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD

Deelstra, Griselda, Devolder, Pierre, Gnameho, Kossi, Hieber, Peter

Journal:

Year:

2020

File:

PDF, 431 KB

2020

4

Bounds for the price of a European-style Asian option in a binary tree model

Huguette Reynaerts, Michele Vanmaele, Jan Dhaene, Griselda Deelstra

Journal:

European Journal of Operational Research

Year:

2006

Language:

english

File:

PDF, 312 KB

english, 2006

5

Pricing of arithmetic basket options by conditioning

G. Deelstra, J. Liinev, M. Vanmaele

Journal:

Insurance: Mathematics and Economics

Year:

2004

Language:

english

File:

PDF, 215 KB

english, 2004

6

Static super-replicating strategies for a class of exotic options

X. Chen, G. Deelstra, J. Dhaene, M. Vanmaele

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 706 KB

english, 2008

7

Optimal investment strategies in the presence of a minimum guarantee

Griselda Deelstra, Martino Grasselli, Pierre-François Koehl

Journal:

Insurance: Mathematics and Economics

Year:

2003

Language:

english

File:

PDF, 194 KB

english, 2003

8

Managing value-at-risk for a bond using bond put options

Griselda Deelstra, Ahmed Ezzine, Dries Heyman, Michèle Vanmaele

Journal:

Computational Economics

Year:

2007

Language:

english

File:

PDF, 155 KB

english, 2007

9

Pricing and hedging Asian basket spread options

Griselda Deelstra, Alexandre Petkovic, Michèle Vanmaele

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 766 KB

english, 2010

10

Multivariate FX models with jumps: Triangles, Quantos and implied correlation

Ballotta, Laura, Deelstra, Griselda, Rayée, Grégory

Journal:

European Journal of Operational Research

Year:

2017

Language:

english

File:

PDF, 2.58 MB

english, 2017

11

Interlaboratory Trial on the Determination of the In Vitro Iron Dialysability from Food

Luten, Joop, Crews, Helen, Flynn, Albert, Van Dael, Peter, Kastenmayer, Peter, Hurrell, Richard, Deelstra, Hendrik, Shen, Li-Hua, Fairweather-Tait, Sue, Hickson, Kirsty, Farré, Rosaura, Schlemmer, Ulr

Journal:

Journal of the Science of Food and Agriculture

Year:

1996

Language:

english

File:

PDF, 778 KB

english, 1996

12

Convergence of discretized stochastic (interest rate) processes with stochastic drift term

G. Deelstra, F. Delbaen

Journal:

Applied Stochastic Models in Business and Industry

Year:

1998

Language:

english

File:

PDF, 118 KB

english, 1998

13

Effect of Minor Components on the Surface Tension of Micellar Dodecyl Sulfate Solutions

P. Joos, H. Deelstra

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1975

Language:

english

File:

PDF, 189 KB

english, 1975

14

Three-way Principal Component Analysis for the Visualization of Trace Elemental Patterns in Vegetables after Different Cooking Procedures

V. Pravdova, B. Walczak, D.L. Massart, H. Robberecht, R. Van Cauwenbergh, P. Hendrix, H. Deelstra

Journal:

Journal of Food Composition and Analysis

Year:

2001

Language:

english

File:

PDF, 354 KB

english, 2001

15

Bounds for the price of discrete arithmetic Asian options

M. Vanmaele, G. Deelstra, J. Liinev, J. Dhaene, M.J. Goovaerts

Journal:

Journal of Computational and Applied Mathematics

Year:

2006

Language:

english

File:

PDF, 426 KB

english, 2006

16

Bounds for Asian basket options

Griselda Deelstra, Ibrahima Diallo, Michèle Vanmaele

Journal:

Journal of Computational and Applied Mathematics

Year:

2008

Language:

english

File:

PDF, 232 KB

english, 2008

17

Variability assessment in software product families

Sybren Deelstra, Marco Sinnema, Jan Bosch

Journal:

Information and Software Technology

Year:

2009

Language:

english

File:

PDF, 1.02 MB

english, 2009

18

Analytical chemistry in Belgium: an historical overview

D. Thorburn Burns, Hendrik Deelstra

Journal:

Microchimica Acta

Year:

2008

Language:

english

File:

PDF, 805 KB

english, 2008

19

Modification of an in-vitro method for estimating the bioavailability of zinc and calcium from foods

Li -hua Shen, Joop Luten, Harry Robberecht, Jacques Bindels, Hendrik Deelstra

Journal:

European Food Research and Technology

Year:

1994

Language:

english

File:

PDF, 413 KB

english, 1994

20

Zinc, copper, and selenium in milk and organs of cow and goat from Burundi, Africa

H. Benemariya, H. Robberecht, H. Deelstra

Journal:

Science of The Total Environment

Year:

1993

Language:

english

File:

PDF, 898 KB

english, 1993

21

Successful Treatment of Candida Albicans–Infected Total Hip Prosthesis With Staged Procedure Using an Antifungal-Loaded Cement Spacer

Deelstra, Jenneke J., Neut, Danielle, Jutte, Paul C.

Journal:

The Journal of Arthroplasty

Year:

2013

Language:

english

File:

PDF, 198 KB

english, 2013

22

Nitrogen losses from small agricultural catchments in Lithuania

Povilaitis, Arvydas, Šileika, Antanas, Deelstra, Johannes, Gaigalis, Kazimieras, Baigys, Giedrius

Journal:

Agriculture, Ecosystems & Environment

Year:

2014

Language:

english

File:

PDF, 2.38 MB

english, 2014

23

Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables

Grzegorz Darkiewicz, Griselda Deelstra, Jan Dhaene, Tom Hoedemakers and Michèle Vanmaele

Journal:

Journal of Risk and Insurance

Year:

2009

Language:

english

File:

PDF, 1.54 MB

english, 2009

24

Hydrological pathways and nitrogen runoff in agricultural dominated catchments in Nordic and Baltic countries

Deelstra, Johannes, Iital, Arvo, Povilaitis, Arvydas, Kyllmar, Katarina, Greipsland, Inga, Blicher-Mathiesen, Gitte, Jansons, Viesturs, Koskiaho, Jari, Lagzdins, Ainis

Journal:

Agriculture, Ecosystems & Environment

Year:

2014

Language:

english

File:

PDF, 778 KB

english, 2014

25

The adulteration of food, lessons from the past, with reference to butter, margarine and fraud

Deelstra, H., Burns, D. Thorburn, Walker, M. J.

Journal:

European Food Research and Technology

Year:

2014

Language:

english

File:

PDF, 537 KB

english, 2014

26

Climate change and the potential effects on runoff and nitrogen losses in the Nordic–Baltic region

Øygarden, Lillian, Deelstra, Johannes, Lagzdins, Ainis, Bechmann, Marianne, Greipsland, Inga, Kyllmar, Katarina, Povilaitis, Arvydas, Iital, Arvo

Journal:

Agriculture, Ecosystems & Environment

Year:

2014

Language:

english

File:

PDF, 1.51 MB

english, 2014

27

“Pricing Lookback Options and Dynamic Guarantees”, Hans U. Gerber and Elias S.W. Shiu, January 2003

Deelstra, Griselda

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 79 KB

english, 2003

28

Long-term monitoring of nutrient losses from agricultural catchments in the Nordic–Baltic region – A discussion of methods, uncertainties and future needs

Kyllmar, Katarina, Bechmann, Marianne, Deelstra, Johannes, Iital, Arvo, Blicher-Mathiesen, Gitte, Jansons, Viesturs, Koskiaho, Jari, Povilaitis, Arvydas

Journal:

Agriculture, Ecosystems & Environment

Year:

2014

Language:

english

File:

PDF, 794 KB

english, 2014

29

Reprint of “Hydrological pathways and nitrogen runoff in agricultural dominated catchments in Nordic and Baltic countries”

Deelstra, Johannes, Iital, Arvo, Povilaitis, Arvydas, Kyllmar, Katarina, Greipsland, Inga, Blicher-Mathiesen, Gitte, Jansons, Viesturs, Koskiaho, Jari, Lagzdins, Ainis

Journal:

Agriculture, Ecosystems & Environment

Year:

2014

Language:

english

File:

PDF, 782 KB

english, 2014

30

The influence of different food components on the in vitro availability of iron, zinc and calcium from a composed meal

Dyck, Kristien Van, Tas, Silke, Robberecht, Harry, Deelstra, Hendrik

Journal:

International Journal of Food Sciences and Nutrition

Year:

1996

Language:

english

File:

PDF, 519 KB

english, 1996

31

Long-term returns in stochastic interest rate models: convergence in law

Deelstra, G., Delbaen, F.

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

1995

Language:

english

File:

PDF, 935 KB

english, 1995

32

Optimal funding of defined benefit pension plans

HAINAUT, DONATIEN, DEELSTRA, GRISELDA

Journal:

Journal of Pension Economics and Finance

Year:

2011

Language:

english

File:

PDF, 449 KB

english, 2011

33

In Vitro Availability of Calcium, Iron, and Zinc from First-Age Infant Formulae and Human Milk

Bosscher, Douwina, Van Caillie-Bertrand, Micheline, Robberecht, Harry, Van Dyck, Kristien, Van Cauwenbergh, Rudy, Deelstra, Hendrik

Journal:

Journal of Pediatric Gastroenterology & Nutrition

Year:

2001

Language:

english

File:

PDF, 109 KB

english, 2001

34

Receiving instrumental support at work: When help is not welcome.

Deelstra, Janna T., Peeters, Maria C. W., Schaufeli, Wilmar B., Stroebe, Wolfgang, Zijlstra, Fred R. H., van Doornen, Lorenz P.

Journal:

Journal of Applied Psychology

Year:

2003

Language:

english

File:

PDF, 453 KB

english, 2003

35

Multivariate European option pricing in a Markov-modulated Lévy framework

Deelstra, Griselda, Simon, Matthieu

Journal:

Journal of Computational and Applied Mathematics

Year:

2017

Language:

english

File:

PDF, 412 KB

english, 2017

36

A self-exciting switching jump diffusion: properties, calibration and hitting time

Hainaut, Donatien, Deelstra, Griselda

Journal:

Quantitative Finance

Year:

2018

Language:

english

File:

PDF, 991 KB

english, 2018

37

Vanna-Volga Methods Applied to FX Derivatives: From Theory to Market Practice

Bossens, Frederic, Rayee, Gregory, Skantzos, Nikos S., Deelstra, Griselda

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 427 KB

english, 2010

38

On barrier option pricing by Erlangization in a regime-switching model with jumps

Deelstra, Griselda, Latouche, Guy, Simon, Matthieu

Journal:

Journal of Computational and Applied Mathematics

Year:

2019

Language:

english

File:

PDF, 598 KB

english, 2019

39

Long-term returns in stochastic interest rate models: different convergence results

Griselda Deelstra, Fred Delbaen

Journal:

Applied Stochastic Models in Business and Industry

Year:

1997

Language:

english

File:

PDF, 92 KB

english, 1997

40

Interaction between asset liability management and risk theory

Griselda Deelstra, Jacques Janssen

Journal:

Applied Stochastic Models in Business and Industry

Year:

1998

Language:

english

File:

PDF, 130 KB

english, 1998

41

The Calculation of the Stability Constants of Some Lanthanide-α-Hydroxy-Carboxylate Complexes Using a High Speed Digital Computer

H. Deelstra, W. Vanderleen, F. Verbeek

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1963

Language:

english

File:

PDF, 375 KB

english, 1963

42

The Ionization Constant of α-Hydroxy-Isobutyric Acid

H. Deelstra, F. Verbeek

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1963

Language:

english

File:

PDF, 230 KB

english, 1963

43

The Determination of the Stability Constants of some Lanthanide-α-Hydroxyisobutyrate Complexes Using Cation Exchange Methods

H. Deelstra, F. Verbeek

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1964

Language:

english

File:

PDF, 478 KB

english, 1964

44

The Determination of the Cumulative Stability Constants of the Promethium-Lactate-And α-Hydroxyisobutyrate Complexes

H. Deelstra, F. Verbeek

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1967

Language:

english

File:

PDF, 96 KB

english, 1967

45

Analytical Aspects of the Determination of Chromium by Graphite Furnace A.A.S.

O. van Schoor, H. Deelstra

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1986

Language:

english

File:

PDF, 429 KB

english, 1986

46

Direct determination of selenium in whole blood with electrothermal A. A. S. and deuterium arc background correction

M. A. Deschuytere, H. J. Robberecht, H. Deelstra

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1988

Language:

english

File:

PDF, 242 KB

english, 1988

47

Influence of Several Factors on the Determination of Manganese Using Electrothermal Atomic Absorption Spectrometry

R. F. J. Stobbaerts, H. A. Deelstra

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1989

Language:

english

File:

PDF, 431 KB

english, 1989

48

Remarks on the methodology introduced by Goovaerts et al.

G. Deelstra, F. Delbaen

Journal:

Insurance: Mathematics and Economics

Year:

1992

Language:

english

File:

PDF, 309 KB

english, 1992

49

Long-term returns in stochastic interest rate models

G. Deelstra, F. Delbaen

Journal:

Insurance: Mathematics and Economics

Year:

1995

Language:

english

File:

PDF, 416 KB

english, 1995

50

Moment matching approximation of Asian basket option prices

Griselda Deelstra, Ibrahima Diallo, Michèle Vanmaele

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 600 KB

english, 2010

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