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Martine Van Wouwe

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This is information that was supplied by Martine Van Wouwe in registering through RePEc. If you are Martine Van Wouwe , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Martine
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Last Name: Van Wouwe
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RePEc Short-ID: pva653

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Affiliation

Works

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Working papers

  1. Thomassen L. & Van Wouwe M., 2004. "A closed-form formula for unprotected American call options on assets paying discrete known dividends," Working Papers 2004015, University of Antwerp, Faculty of Applied Economics.
  2. Thomassen L. & Van Wouwe Martine, 2003. "The influence of a stochastic interest rate on the n-fold compound option," Working Papers 2003010, University of Antwerp, Faculty of Applied Economics.
  3. Thomassen L. & Van Wouwe M., 2002. "A sensivity analysis for the n-fold compound option," Working Papers 2002014, University of Antwerp, Faculty of Applied Economics.
  4. Thomassen L. & Van Casteren J. & Van Wouwe M., 2002. "Decomposition of the n-fold compound option," Working Papers 2002040, University of Antwerp, Faculty of Applied Economics.
  5. Danny Cassimon & Peter-Jan Engelen & Hilde Meersman & Martine Van Wouwe, 2002. "Investment, uncertainty and irreversibility: evidence from belgian accounting data," Working Paper Research 23, National Bank of Belgium.
  6. Thomassen L. & Van Wouwe M., 2001. "The n-fold compound option," Working Papers 2001041, University of Antwerp, Faculty of Applied Economics.

Articles

  1. Verdonck, T. & Van Wouwe, M., 2011. "Detection and correction of outliers in the bivariate chain-ladder method," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 188-193, September.
  2. Cassimon, D. & De Backer, M. & Engelen, P.J. & Van Wouwe, M. & Yordanov, V., 2011. "Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity," Research Policy, Elsevier, vol. 40(9), pages 1200-1216.
  3. Martine Van Wouwe & Tim Verdonck & Kristel Van Rompay, 2009. "Application of classical and robust chain-ladder methods: results for the Belgian non-life business," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(2), pages 99-115.
  4. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.
  5. Cassimon, D. & Engelen, P. J. & Thomassen, L. & Van Wouwe, M., 2004. "The valuation of a NDA using a 6-fold compound option," Research Policy, Elsevier, vol. 33(1), pages 41-51, January.
  6. Danièle Meulders & Jean-Louis Six & Martine Van Wouwe, 1982. "Effets des systèmes d'imposition des revenus sur I 'offre de travai I des femmes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 95, pages 355-385.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2005-01-02. Author is listed

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