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Schoutens, Wim
23
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22
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16
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7
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7
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7
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
6
Insurance / Mathematics & economics
6
Review of derivatives research
5
Risk : managing risk in the world's financial markets
4
Applied mathematical finance
3
Journal of financial economics
3
The journal of business : B
3
The review of financial studies
3
International journal of financial research
2
Journal of banking & finance
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2
The journal of credit risk : published quarterly by Incisive Media
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Australian economic papers
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Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research, Management science : OR MS ; the international literature digest
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Quantitative finance
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Systemic risk tradeoffs and option prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 222-230
Persistent link: https://www.econbiz.de/10010098499
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2
SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10010063820
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3
A two-dimensional ruin problem on the positive quadrant
Avram, Florin
;
Palmowski, Zbigniew
;
Pistorius, Martijn
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 227-234
Persistent link: https://www.econbiz.de/10007905830
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4
Optimal dividend distribution under Markov regime switching
Jiang, Zhengjun
;
Pistorius, Martijn
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 449-477
Persistent link: https://www.econbiz.de/10009983146
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5
CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES
Mijatović, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10010063812
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6
A two-dimensional ruin problem on the positive quadrant
Avram, Florin
;
Palmowski, Zbigniew
;
Pistorius, Martijn
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 227-235
Persistent link: https://www.econbiz.de/10008886700
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7
Short-term risk management using stochastic Taylor expansions under Lévy models
Schoutens, Wim
;
Studer, Michael
- In:
Insurance / Mathematics & economics
33
(
2003
)
1
,
pp. 173-188
Persistent link: https://www.econbiz.de/10006886812
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8
A note on some new perpetuities
Decamps, Marc
;
Schepper, Ann De
;
Goovaerts, Marc
; …
- In:
Scandinavian actuarial journal : Actuarial Society of …
105
(
2005
)
4
,
pp. 261-270
Persistent link: https://www.econbiz.de/10005921690
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9
Static Hedging of Asian Options under Lévy Models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc
; …
- In:
The journal of derivatives : the official publication …
12
(
2005
)
3
,
pp. 63
Persistent link: https://www.econbiz.de/10005923133
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10
Completion of a Lévy market by power-jump assets
Corcuera, José Manuel
;
Nualart, David
;
Schoutens, Wim
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 109-128
Persistent link: https://www.econbiz.de/10008222973
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