Concepedia

R.W.J. van den Goorbergh

RV

3

Publications

161

Citations

3

H-Index

2003

Active since

Affiliations

Tilburg University(Current)

Université Laval

R.W.J. van den Goorbergh is an author at Tilburg University specializing in asset pricing, statistics, and option pricing.

Top concepts

Publications per year

2003–2005

3

Publications

3

Bivariate option pricing using dynamic copula models

R.W.J. van den Goorbergh, Christian Genest, Bas J. M. Werker · Insurance Mathematics and Economics · 2005 · 128 citations

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Multivariate Option Pricing Using Dynamic Copula Models

R.W.J. van den Goorbergh, Christian Genest, Bas J. M. Werker · SSRN Electronic Journal · 2003 · 22 citations · Full text

Economic Hedging Portfolios

R.W.J. van den Goorbergh, Frans de Roon, Bas J. M. Werker · SSRN Electronic Journal · 2003 · 11 citations · Full text

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