The following pages link to Wim Schoutens (Q166010):
Displaying 50 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- The \(\beta \)-variance gamma model (Q660161) (← links)
- Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333) (← links)
- The \(\beta\)-Meixner model (Q765298) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Single name credit default swaptions meet single sided jump models (Q1025620) (← links)
- (Q1270909) (redirect page) (← links)
- A birth and death process related to the Rogers-Ramanujan continued fraction (Q1270910) (← links)
- Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals (Q1298579) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Stochastic processes and orthogonal polynomials (Q1575836) (← links)
- Completion of a Lévy market by power-jump assets (Q1776029) (← links)
- Chaotic and predictable representations for Lévy processes. (Q1879485) (← links)
- Conic coconuts: the pricing of contingent capital notes using conic finance (Q1932541) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- The risk management of contingent convertible (CoCo) bonds (Q1991070) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Heston model: the variance swap calibration (Q2247916) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- Zero covariation returns (Q2296115) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao (Q2429371) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- On the (in-)dependence between financial and actuarial risks (Q2443231) (← links)
- Optimal investment in a Lévy market (Q2494467) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- A bootstrapping market implied moment matching calibration for models with time-dependent parameters (Q2517486) (← links)
- Hedging insurance books (Q2520465) (← links)
- Asymmetric skew Bessel processes and their applications to finance (Q2571223) (← links)
- Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process (Q2571234) (← links)
- Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104) (← links)
- (Q2707914) (← links)
- A Short Rate Model Using Ambit Processes (Q2841800) (← links)
- FIX: The Fear Index—Measuring Market Fear (Q2920952) (← links)
- CoCos with Extension Risk. A Structural Approach (Q2956065) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches (Q3005365) (← links)
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET (Q3094324) (← links)
- (Q3184722) (← links)
- Applied Conic Finance (Q3188134) (← links)
- Moment swaps (Q3375396) (← links)
- Implied Lévy volatility (Q3404095) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- A multivariate jump-driven financial asset model (Q3437395) (← links)
- A note on some new perpetuities (Q3440862) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (Q4906520) (← links)
