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Publications by David Vyncke

Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2002English

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Regime-Switching Stochastic Volatility and Short-Term Interest Rates

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Real Option Problems With Stochastic Interest Rates

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Stochastic Volatility and Stochastic Leverage

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Extension of Stochastic Volatility Equity Models With Hull-White Interest Rate Process

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