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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
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Spectral decomposition of optimal assetliability management
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc J. - In: Journal of economic dynamics & control 33 (2009) 3, pp. 710-724
Persistent link: https://www.econbiz.de/10003817998
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Pricing exotic options under local volatility
Decamps, Marc; Goovaerts, Marc J.; De Schepper, Ann - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10002749078
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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - 2005
Persistent link: https://www.econbiz.de/10002724001
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Transition probabilities for diffusion equations by means of path integrals
Goovaerts, Marc J.; De Schepper, Ann; Decamps, Marc - 2002
Persistent link: https://www.econbiz.de/10001696849
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Solution of the Fokker-Planck equation with boundary conditions by Feynman-Kac integration
Decamps, Marc; Goovaerts, Marc J.; De Schepper, Ann - 2003
Persistent link: https://www.econbiz.de/10001747960
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Path integrals as a tool for pricing interest rate contingent claims : the case of reflecting and absorbing boundaries
Decamps, Marc (contributor); De Schepper, Ann (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001950835