| Optimal investment strategies in the presence of a minimum guarantee G Deelstra, M Grasselli, PF Koehl Insurance: Mathematics and Economics 33 (1), 189-207, 2003 | 310 | 2003 |
| Convergence of discretized stochastic (interest rate) processes with stochastic drift term G Deelstra, F Delbaen Applied stochastic models and data analysis 14 (1), 77-84, 1998 | 168 | 1998 |
| Optimal investment strategies in a CIR framework G Deelstra, M Grasselli, PF Koehl Journal of Applied Probability 37 (4), 936-946, 2000 | 153 | 2000 |
| Optimal design of the guarantee for defined contribution funds G Deelstra, M Grasselli, PF Koehl Journal of economic dynamics and control 28 (11), 2239-2260, 2004 | 133 | 2004 |
| Pricing of arithmetic basket options by conditioning G Deelstra, J Liinev, M Vanmaele Insurance: Mathematics and Economics 34 (1), 55-77, 2004 | 124 | 2004 |
| Bounds for the price of discrete arithmetic Asian options M Vanmaele, G Deelstra, J Liinev, J Dhaene, MJ Goovaerts Journal of Computational and Applied Mathematics 185 (1), 51-90, 2006 | 102 | 2006 |
| Dual formulation of the utility maximization problem under transaction costs G Deelstra, H Pham, N Touzi Annals of Applied Probability, 1353-1383, 2001 | 99 | 2001 |
| Static super-replicating strategies for a class of exotic options X Chen, G Deelstra, J Dhaene, M Vanmaele Insurance: Mathematics and Economics 42 (3), 1067-1085, 2008 | 93 | 2008 |
| An overview of comonotonicity and its applications in finance and insurance G Deelstra, J Dhaene, M Vanmaele Advanced mathematical methods for finance, 155-179, 2011 | 90 | 2011 |
| Risk theory and reinsurance G Deelstra, G Plantin Springer, 2014 | 63 | 2014 |
| Bounds for Asian basket options G Deelstra, I Diallo, M Vanmaele Journal of Computational and Applied Mathematics 218 (2), 215-228, 2008 | 49 | 2008 |
| Vanna-Volga methods applied to FX derivatives: from theory to market practice F Bossens, G Rayée, NS Skantzos, G Deelstra International Journal of Theoretical and Applied Finance 13 (08), 1293-1324, 2010 | 39 | 2010 |
| Long-term returns in stochastic interest rate models G Deelstra, F Delbaen Insurance: Mathematics and Economics 17 (2), 163-169, 1995 | 37 | 1995 |
| Local volatility pricing models for long-dated FX derivatives G Deelstra, G Rayée Applied Mathematical Finance 20 (4), 380-402, 2013 | 36 | 2013 |
| Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables M Vanmaele, G Deelstra, J Liinev Insurance: Mathematics and Economics 35 (2), 343-367, 2004 | 32 | 2004 |
| Multivariate FX models with jumps: Triangles, quantos and implied correlation L Ballotta, G Deelstra, G Rayée European Journal of Operational Research 260 (3), 1181-1199, 2017 | 30* | 2017 |
| Moment matching approximation of Asian basket option prices G Deelstra, I Diallo, M Vanmaele Journal of computational and applied mathematics 234 (4), 1006-1016, 2010 | 29 | 2010 |
| A covariance equivalent discretisation of the CIR model G Deelstra, G Parker Proceedings of the 5th AFIR International Colloquium, 731-747, 1995 | 28 | 1995 |
| Optimal funding of defined benefit pension plans D Hainaut, G Deelstra Journal of pension economics & finance 10 (1), 31-52, 2011 | 27 | 2011 |
| Pricing and hedging Asian basket spread options G Deelstra, A Petkovic, M Vanmaele Journal of computational and applied mathematics 233 (11), 2814-2830, 2010 | 27 | 2010 |
