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Schoutens, Wim
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16
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Review of derivatives research
6
Finance and stochastics
5
Insurance / Mathematics & economics
4
Risk : managing risk in the world's financial markets
4
Applied mathematical finance
3
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3
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3
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2
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Australian economic papers
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
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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
Pricing distressed CDOs with stochastic recovery
Höcht, Stephan
;
Zagst, Rudi
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 219-245
Persistent link: https://www.econbiz.de/10008638176
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4
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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5
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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6
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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7
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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8
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. 57-80
Persistent link: https://www.econbiz.de/10009843786
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9
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 357-371
Persistent link: https://www.econbiz.de/10009846326
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10
On the (in-)dependence between financial and actuarial risks
Dhaene, Jan
;
Kukush, Alexander
;
Luciano, Elisa
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 522-531
Persistent link: https://www.econbiz.de/10010119400
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