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Publications by Marc Goovaerts

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

Insurance: Mathematics and Economics

English

Applications of Δ-Function Perturbation to the Pricing of Derivative Securities

Physica A: Statistical Mechanics and its Applications

Condensed Matter Physics

English

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Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics

English

Regime-Switching Stochastic Volatility and Short-Term Interest Rates

SSRN Electronic Journal

English

Real Option Problems With Stochastic Interest Rates

INFRASTRUCTURE PLANNING REVIEW

English

Stochastic Volatility and Stochastic Leverage

Annals of Finance

English

Nonparametric Stochastic Volatility

Econometric Theory

Social Sciences

English

Herding and Stochastic Volatility

SSRN Electronic Journal

English

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

SSRN Electronic Journal

English

Variable Dimension via Stochastic Volatility Model Using FX Rates

Journal of Applied Statistics

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Existence of Solutions of Some Boundary Value Problems With Stochastic Volatility

Multidisciplinary

English