Pricing of arithmetic basket options by conditioning von Deelstra, G., Liinev, J., Vanmaele, M.

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Bounds for the price of discrete arithmetic Asian options von Vanmaele, M., Deelstra, G., Liinev, J., Dhaene, J., Goovaerts, M.J.

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The Lévy Swap Market Model von Eberlein, E., Liinev, J.

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The potential of Latent Class Analysis in diagnostic test validation for canine Leishmania infantum infection von BOELAERT, M., AOUN, K., LIINEV, J., GOETGHEBEUR, E., VAN DER STUYFT, P.

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Diagnostic test analyses in search of their gold standard: latent class analyses with random effects von Goetghebeur, Els, Liinev, Jan, Boelaert, Marleen, Van der Stuyft, Patrick

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On the distributional distance between the lognormal LIBOR and swap market models von Brigo, Damiano, Liinev, Jan

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Diagnostic test analyses in search of their gold standard: latent class analyses with random effects von Goetghebeur, E, Liinev, J, Boelaert, M, van der Stuyft, P

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Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables von Vanmaele, Michèle, Deelstra, Griselda, Liinev, Jan

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Bounds for the price of discrete arithmetic Asian options von Vanmaele, M, Deelstra, G, Liinev, J, Dhaene, Jan, Goovaerts, Marc

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