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~isPartOf:"Review of derivatives research"
~person:"Schoutens, Wim"
~source:"econis"
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Schoutens, Wim
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Review of derivatives research
International journal of theoretical and applied finance
6
AFI
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Annals of finance
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International journal of financial engineering
3
Robert H. Smith School Research Paper
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Digital finance : smart data analytics, investment innovation, and financial technology
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International Journal of Portfolio Analysis and Management
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Journal of risk and financial management : JRFM
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The [beta]-variance gamma model
Schoutens, Wim
;
Van Damme, Geert
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
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2
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
Saved in:
3
Calibration risk : illustrating the impact of calibration risk under the Heston model
Guillaume, Florence
;
Schoutens, Wim
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10009627433
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