Concepedia

Jan Liinev

JL

5

Publications

176

Citations

5

H-Index

1999

Active since

Affiliations

Ghent University(Current)

Université Libre de Bruxelles

Jan Liinev is an author at Ghent University specializing in probability theory, business, and engineering.

Top concepts

BusinessEngineeringProbabilityMathematical ProgrammingAsset PricingOption PricingFinanceStatisticsDynamic PricingEconomic Analysis

Publications per year

1999–2005

5

Publications

5

Bounds for the price of discrete arithmetic Asian options

Michèle Vanmaele, Griselda Deelstra, Jan Liinev et al. · Journal of Computational and Applied Mathematics · 2005 · 69 citations

Mathematical Programming, Option Pricing, Asset Pricing +4

The potential of Latent Class Analysis in diagnostic test validation for canine <i>Leishmania infantum</i> infection

Marleen Boelaert, Karim Aoun, Jan Liinev et al. · Epidemiology and Infection · 1999 · 41 citations · Full text

Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables

Michèle Vanmaele, Griselda Deelstra, Jan Liinev · Insurance Mathematics and Economics · 2004 · 26 citations

Mathematical Programming, Engineering, Probability Theory +2

Pricing of arithmetic basket options by conditioning

Griselda Deelstra, Jan Liinev, Michèle Vanmaele · Insurance Mathematics and Economics · 2004 · 21 citations · Full text

Mathematical Programming, Option Pricing, Dynamic Pricing +7

On the distributional distance between the lognormal LIBOR and swap market models

Damiano Brigo, Jan Liinev · Quantitative Finance · 2005 · 19 citations

Volatility Modeling, Financial Economics, Asset Pricing +14

Rows per page

1–5 of 5