Daniël Linders

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 2

Top Topics

Portfolio Theory

Risk Management

Pricing Strategies

Top Venues

J. Comput. Appl. Math.

Publications

Hamza Hanbali, Daniël Linders
Monotone tail functions: Definitions, properties, and application to risk-reducing strategies. J. Comput. Appl. Math. 416 (2022)
Jan Dhaene, Alexander Kukush, Daniël Linders
Comonotonic asset prices in arbitrage-free markets. J. Comput. Appl. Math. 364 (2020)
Xinliang Chen, Griselda Deelstra, Jan Dhaene, Daniël Linders, Michèle Vanmaele
On an optimization problem related to static super-replicating strategies. J. Comput. Appl. Math. 278 (2015)
Daniël Linders, Wim Schoutens
A framework for robust measurement of implied correlation. J. Comput. Appl. Math. 271 (2014)
Jan Dhaene, Daniël Linders, Wim Schoutens, David Vyncke
A multivariate dependence measure for aggregating risks. J. Comput. Appl. Math. 263 (2014)