1. 2019
  2. Closed-form approximations for spread options in Levy markets

    Van Belle, J., Vanduffel, S. & Yao, J., May 2019, In : Applied Stochastic Models in Business and Industry. 35, 3, p. 732-746 15 p.

    Research output: Contribution to journalArticleResearchpeer-review

  3. 2017
  4. A stein type lemma for the multivariate generalized hyperbolic distribution

    Vanduffel, S. & Yao, J., 1 Sep 2017, In : European Journal of Operational Research. 261, 261, p. 606-612 7 p.

    Research output: Contribution to journalArticleResearchpeer-review

  5. 2015
  6. 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: Contribution to journalArticleResearchpeer-review

  7. 2014
  8. 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: Contribution to journalArticleResearchpeer-review

  9. 2013
  10. 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: Contribution to journalArticleResearchpeer-review

  11. 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: Contribution to journalComment/debateResearch

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