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Article
Discrete annuities using truncate stochastic interest rates. N°6, 2005 : the case of a Vasicaek and Ho-Lee model
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Year: 2005 Publisher: Universiteit Antwerpen. Faculty of applied economics.,

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On the pricing of options under limited information. N°4, 2004
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Year: 2004 Publisher: Universiteit Antwerpen. Faculty of applied economics.,

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Copulas and the distribution of cash flows with mixed signs. n° 9, 2003
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Year: 2003 Publisher: Universiteit Antwerpen. Faculty of applied economics.,

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Path integrals as a tool for pricing interest rate contingent claims : the case of reflecting and absorbing boundaries. n° 27, 2003
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Year: 2003 Publisher: Universiteit Antwerpen. Faculty of applied economics.,

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Transition probabilities for diffusion equations by means of path integrals. N°26, 2002
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Year: 2002 Publisher: Universiteit Antwerpen. Faculty of applied economics.,

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