Details about Martine van Wouwe

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Short-id: pva653

Working Papers

2002

1. A sensivity analysis for the n-fold compound option
   Working Papers, University of Antwerp, Faculty of Business and Economics
2. Decomposition of the n-fold compound option
   Working Papers, University of Antwerp, Faculty of Business and Economics View citations (2)
3. Investment, uncertainty and irreversibility: evidence from belgian accounting data
   Working Paper Research, National Bank of Belgium View citations (7)

Undated

4. A closed-form formula for unprotected American call options on assets paying discrete known dividends
   Working Papers, University of Antwerp, Faculty of Business and Economics
5. The influence of a stochastic interest rate on the n-fold compound option
   Working Papers, University of Antwerp, Faculty of Business and Economics View citations (1)
6. The n-fold compound option
   Working Papers, University of Antwerp, Faculty of Business and Economics View citations (11)

Journal Articles

2011

1. Detection and correction of outliers in the bivariate chain-ladder method
   Insurance: Mathematics and Economics, 2011, 49, (2), 188-193 View citations (3)
2. Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity
   Research Policy, 2011, 40, (9), 1200-1216 View citations (29)

2009

3. Application of classical and robust chain-ladder methods: results for the Belgian non-life business
   Global Business and Economics Review, 2009, 11, (2), 99-115 View citations (1)

2007

4. Closed-form valuation of American call options on stocks paying multiple dividends
   Finance Research Letters, 2007, 4, (1), 33-48 View citations (3)

2004

5. The valuation of a NDA using a 6-fold compound option
   Research Policy, 2004, 33, (1), 41-51 View citations (42)

1982

6. Effets des systèmes d'imposition des revenus sur I 'offre de travai I des femmes
   Brussels Economic Review, 1982, 95, 355-385