| 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 |
| Local Volatility Pricing Models for Long-Dated FX Derivatives G Deelstra, G Rayée Taylor & Francis, 2012 | 36 | 2012 |
| 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 | 24 | 2017 |
| Pricing variable annuity guarantees in a local volatility framework G Deelstra, G Rayée Insurance: Mathematics and Economics 53 (3), 650-663, 2013 | 20 | 2013 |
| Quanto implied correlation in a multi-Lévy framework L Ballotta, G Deelstra, G Rayée Available at SSRN 2569015, 2015 | 7 | 2015 |
| Smiles & Smirks: a tale of factors L Ballotta, G Rayée Available at SSRN 2980349, 2018 | 5 | 2018 |
| Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets G Deelstra, G Rayée, S Vanduffel, J Yao ASTIN Bulletin: The Journal of the IAA 44 (2), 237-276, 2014 | 5 | 2014 |
| Smiles & smirks: Volatility and leverage by jumps L Ballotta, G Rayée European Journal of Operational Research 298 (3), 1145-1161, 2022 | 4 | 2022 |
| Essays on Pricing Derivatives by taking into account volatility and interest rates risks G Rayée Vrije Universiteit Brussel, 2012 | 1 | 2012 |
| Pricing Variable Annuity Guarantees in a Local Volatility Framework G Rayée, G Deelstra Available at SSRN 2033670, 2012 | | 2012 |
