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Researcher
Xinliang Chen
- Disciplines:Applied economics
Affiliations
- Insurance Research Group (Research group)
Member
From1 Sep 2006 → 30 Sep 2010
Publications
1 - 3 of 3
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations(2008)
Authors: Steven Vanduffel, Xinliang Chen, Jan Dhaene, Marc Goovaerts
Pages: 202 - 218 - Static super-replicating strategies for a class of exotic options(2008)
Authors: Xinliang Chen, Jan Dhaene
Pages: 1067 - 1085 - Static super-replicating strategies for a class of exotic options(2008)
Authors: Xinliang Chen, G Deelstra, Jan Dhaene, M Vanmaele
Pages: 1067 - 1085