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Heuwelyckx Fabien

Université de Mons - UMONS > Faculté de Médecine et de Pharmacie > Service de la Cellule de pédagogie Facultaire de Médecine et Pharmacie

Université de Mons - UMONS > Faculté de Médecine et de Pharmacie > Service de Physiologie et réadaptation respiratoire

Université de Mons - UMONS > Faculté de Médecine et de Pharmacie > Service du Doyen de la Faculté de Médecine et Pharmacie

Université de Mons - UMONS > Administration > Service d'Appui Pédagogique

Université de Mons - UMONS > Faculté des Sciences > Probabilité et statistique


Main Referenced Co-authors
Dumont, Martine  (5)
BRUYERE, Véronique  (1)
GROSSE-ERDMANN, Karl  (1)
Maslowski, Dany  (1)
Main Referenced Keywords
Asymptotic (1); Binomial model (1); Black-Scholes (1); Convergence (1); Floating Strike (1);
Main Referenced Unit & Research Centers
CREMMI - Modélisation mathématique et informatique (11)
Main Referenced Disciplines
Mathematics (10)
Education & instruction (5)
Electrical & electronics engineering (1)

Publications (total 16)

The most downloaded
5 downloads
Heuwelyckx, F. (12 June 2013). On the Convergence of European Lookback Options with Floating Strike in the Binomial Model. Paper presented at Advances in Mathematics of Finance - 6th General AMaMeF and Banach Center Conference, Varsovie, Poland. https://hdl.handle.net/20.500.12907/11376
The most cited
6 citations (Scopus®)
Heuwelyckx, F. (2014). Convergence of European Lookback Options with Floating Strike in the Binomial Model. International Journal of Theoretical and Applied Finance. https://hdl.handle.net/20.500.12907/36662

Heuwelyckx, F. (2016). Lookback options with floating strike and binomial approximations. Unpublished doctoral thesis, Université de Mons.
Jury: Grosse-Erdmann, K. (Promotor), Finet, C., Deelsta, G., Grosse-Erdmann, K., Menet, Q., & Palmer, K.

Grosse-Erdmann, K., & Heuwelyckx, F. (2016). The pricing of lookback options and binomial approximation. Decisions in Economics and Finance.
Peer Reviewed verified by ORBi

Heuwelyckx, F. (10 September 2015). Lookback Options in the Binomial Model. Poster session presented at 7th General AMaMeF and Swissquote Conference, Lausanne, Switzerland.

Bruyère, V., Heuwelyckx, F., & Maslowski, D. (2015). La récurrence : un petit pas de chacun, un grand pas pour tous.

Heuwelyckx, F. (10 March 2015). Les arbres et les options lookback. Poster session presented at 8ème édition de la Matinée des Chercheurs 2015 (MdC2015), Mons, Belgium.

Heuwelyckx, F. (2014). Convergence of European Lookback Options with Floating Strike in the Binomial Model. International Journal of Theoretical and Applied Finance.
Peer Reviewed verified by ORBi

Heuwelyckx, F. (29 October 2013). Lookback options in the binomial model. Poster session presented at Nord-Pas de Calais/ Belgium Congress of Mathematics, Valenciennes, France.

Heuwelyckx, F. (09 September 2013). On the Convergence of European Options in the Binomial Model. Paper presented at PhD-Day (BMS), Bruxelles, Belgium.

Heuwelyckx, F. (12 June 2013). On the Convergence of European Lookback Options with Floating Strike in the Binomial Model. Paper presented at Advances in Mathematics of Finance - 6th General AMaMeF and Banach Center Conference, Varsovie, Poland.

Heuwelyckx, F. (12 March 2013). Options Lookbacks dans le Modèle Binomial. Poster session presented at Matinée des chercheurs (MDC 2013), Mons, Belgium.

Heuwelyckx, F. (07 March 2013). Le modèle discret pour évaluer les options lookback. Paper presented at Séminaires pour jeunes doctorants; Faculté des Sciences de l'UMons, Mons, Belgium.

Dumont, M., & Heuwelyckx, F. (2012). Mathématiques I. Exercices.

Dumont, M., & Heuwelyckx, F. (2011). Mathématiques II. Exercices.

Dumont, M., & Heuwelyckx, F. (2011). Mathématiques I. Exercices.

Dumont, M., & Heuwelyckx, F. (2010). Mathématique II . Syllabus d'exercices.

Dumont, M., & Heuwelyckx, F. (2010). Mathématiques I. Syllabus d'exercices.

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