Publicaties in de kijker

How to estimate the value at risk under incomplete information

Journal of computational and applied mathematics - ISSN 0377-0427-233:9 (2010) p. 2213-2226

Distribution-free option pricing

Insurance : mathematics and economics - ISSN 0167-6687-40:2 (2007) p. 179-199

Risk management under incomplete information: exact upper and lower bounds for the value at risk

Antwerp, UA, 2006,23 p.

Risk management under incomplete information: exact upper and lower bounds for the probability to reach extreme values

Antwerp, UA, 2006,13 p.

On the pricing of options under limited information

Antwerp, UA, 2004,28 p.