1. 2017
  2. A stein type lemma for the multivariate generalized hyperbolic distribution

    Vanduffel, S. & Yao, J. 2017 In : European Journal of Operational Research. 261, p. 606-612 7 p.

    Research output: Research - peer-reviewArticle

  3. 2015
  4. Some Stein-types Inequalities for Multivariate Elliptical Distributions and Applications

    Landsman, Z., Vanduffel, S. & Yao, J. 2015 In : Statistics & Probability Letters. 97, p. 54-62 9 p.

    Research output: Research - peer-reviewArticle

  5. 2014
  6. Using model-independent lower bounds to improve pricing of Asian style options in Levy markets

    Deelstra, G., Rayee, G., Vanduffel, S. & Yao, J. 2014 In : ASTIN Bulletin. 44, p. 237-276 40 p.

    Research output: Research - peer-reviewArticle

  7. 2013
  8. A note on Stein's lemma for multivariate elliptical distributions

    Landsman, Z., Vanduffel, S. & Yao, J. 11 Nov 2013 In : Journal of Statistical Planning and Inference. 143, p. 2016-2022 7 p.

    Research output: Research - peer-reviewArticle

  9. Discussion on "Asymptotic Analysis of Multivariate Tail Cobditional Expectations" by Li Zhu and Haijun Li, vol. 16(3)

    Vanduffel, S. & Yao, J. 2013 In : North American Actuarial Journal. 17, 1, p. 98-100

    Research output: ResearchComment/debate

ID: 91754