In international journals, with peer review

  • Dhaene, J., Stassen, B., Barigou, K., Linders, D. & Chen, Z. (2017) ‘Fair valuation of
    insurance liabilities: merging actuarial judgement and market-consistency’, Insurance: Mathematics & Economics 76, 14-27.  [PDF]
  • Linders, D. & Stassen, B (2016) ‘The multivariate Variance Gamma model: basket option pricing and calibration’, Quantitative Finance 16(4), 555-572. [PDF]
  • Linders, D., Dhaene, J. & Schoutens, W. (2015) ‘Option prices and model-free  measurement of implied herd behavior in stock markets’, International Journal of Financial Engineering 2 (2), 1-35. [PDF]
  • Chen, C., Deelstra, G., Dhaene, J., Linders, D. & Vanmaele, M. (2015) ‘On an
    optimization problem related to static super-replicating strategies’, Journal of Computational and Applied Mathematics 278, 213–230. [PDF]
  • Guillaume, F. & Linders, D. (2015) ‘Modeling herd behavior indices’, Quantitative
    Finance 15(12)1963-1977[PDF]
  • Cheung K.C., Dhaene, J., Kukush, A. & Linders, D. (2015) ‘Ordered random vectors
    and equality in distribution’, Scandinavian Actuarial Journal 2015(3), 221-244.
  • Linders, D. & Schoutens, W. (2014) ‘A framework for robust measurement of implied
    correlation’, Journal of Computational and Applied Mathematics 271, 39-52. [PDF]
  • Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D. (2014) ‘A multivariate dependence measure for aggregating risks’, Journal of Computational and Applied
    Mathematics 263, 78-87. [PDF]
  • Dhaene, J., Kukush, A. & Linders, D. (2012) ‘The multivariate Black & Scholes
    market: conditions for completeness and no-arbitrage’, Theory of Probability and
    Mathematical Statistics 88, 1 – 14. [PDF]
  • Dhaene, J., Kukush, A., Linders, D. & Tang, Q. (2012) ‘Some remarks on quantiles
    and distortion risk measures’, European Actuarial Journal, 2(2), 319-328. [PDF]
  • Goovaerts, M., Linders, D., Van Weert, K. & Tank, F. (2012) ‘On the interplay between
    distortion, mean value and Haezendonck-Goovaerts risk measures’, Insurance:
    Mathematics & Economics 51 (1), 10 – 18. [PDF]
  • Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D. (2012) ‘The herd behavior
    index: a new measure for the implied degree of co-movement in stock markets’,
    Insurance: Mathematics & Economics 50 (3), 357 – 370. [PDF]

Articles in parts of books

  • Linders, D. & Schoutens, W. (2016) ‘Basket option pricing and implied correlation in
    a one-factor Lévy model’, Proceedings of the conference: Challenges in Derivatives
    Markets. [PDF]
  • Dhaene, J., Dony, J., Forys, M., Linders, D. & Schoutens, W. (2012). ‘FIX: The Fear
    Index – Measuring market fear’ Topics in Numerical Methods for Finance, Cummins
    M. et al. (eds.). Springer Proceedings in Mathematics & Statistics. [PDF]

Internal Reports

  • Linders, D. & Yang, F. (2016) ‘Aggregating risks with partial dependence information’, FBE Research report AFI-16108, pp. 1 – 24, KU Leuven. [PDF]
  • Linders, D. (2013) ‘Pricing index options in a multivariate Black & Scholes model’,
    FBE Research report AFI-1383, pp. 1 – 25, KU Leuven. [PDF]
  • Linders, D., Dhaene, J., Hounnon, H. & Vanmaele, M. (2012) ‘Index options: a
    model-free approach’, FBE Research report AFI-1265, pp. 1 – 31, KU Leuven.
    Working papers. [PDF]