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Two processes for two prices
Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
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Hedging under the Heston model with jump-to-default
Carr, Peter; Schoutens, Wim - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
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The pricing of exotic options by Monte-Carlo simulations in a Lèvy market with stochastic volatility
Schoutens, Wim; Symens, Stijn - In: International journal of theoretical and applied finance 6 (2003) 8, pp. 839-864
Persistent link: https://www.econbiz.de/10001862172
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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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Conic finance and the corporate balance sheet
Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 587-610
Persistent link: https://www.econbiz.de/10009298528
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Pricing and hedging of CDO-squared tranches by using a one factor Lévy model
Guillaume, Florence; Jacobs, Philippe; Schoutens, Wim - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 663-685
Persistent link: https://www.econbiz.de/10003899503