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Single Name Credit Default Swa...
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Schoutens, Wim
23
Jönsson, Henrik
4
Dhaene, Jan
3
Guillaume, Florence
3
Chernih, Andrew
2
De Spiegeleer, Jan
2
Goovaerts, Marc
2
Madan, Dilip B.
2
Maj, Matheusz
2
Vanduffel, Steven
2
Albrecher, Hansjoerg
1
Albrecher, Hansjörg
1
Campolongo, Francesca
1
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Damme, Geert Van
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Insurance / Mathematics & economics
4
Review of derivatives research
3
Applied mathematical finance
2
International journal of financial research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Finance and stochastics
1
Financial markets, institutions & instruments
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
Risk : managing risk in the world's financial markets
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
The journal of computational finance
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The journal of credit risk : published quarterly by Incisive Media
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OLC EcoSci
ECONIS (ZBW)
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31
EconStor
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USB Cologne (EcoSocSci)
3
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1
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1
Sense and sensitivity : an input space odyssey for asset-backed security ratings
Di Girolamo, Francesca
;
Jönsson, Henrik
;
Campolongo, …
- In:
International journal of financial research
3
(
2012
)
4
,
pp. 46-68
Persistent link: https://www.econbiz.de/10010077861
Saved in:
2
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1
,
pp. 153
Persistent link: https://www.econbiz.de/10008173305
Saved in:
3
Fast valuation and calibration of credit default swaps under Lévy dynamics
Fang, Fang
;
Jönsson, Henrik
;
Oosterlee, Cornelis W
; …
- In:
The journal of computational finance
14
(
2010
)
2
,
pp. 57-87
Persistent link: https://www.econbiz.de/10008787349
Saved in:
4
Pricing constant-maturity credit default swaps under jum dynamics
Jönsson, Henrik
;
Schoutens, Wim
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10009932461
Saved in:
5
Implied liquidity: Model sensitivity
Albrecher, Hansjoerg
;
Guillaume, Florence
;
Schoutens, Wim
- In:
Journal of empirical finance
23
(
2013
),
pp. 48-67
Persistent link: https://www.econbiz.de/10010165910
Saved in:
6
A moment matching market implied calibration
Guillaume, Florence
;
Schoutens, Wim
- In:
Quantitative finance
13
(
2013
)
9
,
pp. 1359-1373
Persistent link: https://www.econbiz.de/10010186149
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7
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
Saved in:
8
Lévy processes and the financial crisis : can we design a more effective deposit protection?
Maccaferri, Sara
;
Cariboni, Jessica
;
Schoutens, Wim
- In:
International journal of financial research
4
(
2013
)
1
,
pp. 5-28
Persistent link: https://www.econbiz.de/10010077877
Saved in:
9
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
Saved in:
10
Multiple Trigger CoCos: Contingent Debt Without Death Spiral Risk
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
Financial markets, institutions & instruments
22
(
2013
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10010105454
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