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Single Name Credit Default Swa...
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Option pricing theory
56
Optionspreistheorie
56
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47
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47
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19
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19
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17
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17
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Credit derivative
8
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8
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Schoutens, Wim
224
Madan, Dilip B.
66
De Spiegeleer, Jan
31
Dhaene, Jan
28
Linders, Daniël
23
Jönsson, Henrik
22
Guillaume, Florence
17
Corcuera, José Manuel
11
Höcht, Stephan
11
Wang, King
10
Luciano, Elisa
9
Pistorius, Martijn
9
Vyncke, David
9
Cariboni, Jessica
8
Reyners, Sofie
8
Campolongo, Francesca
7
Marquet, Ine
7
Chernih, Andrew
6
Eberlein, Ernst
6
SCHOUTENS, WIM
6
Vanduffel, Steven
6
Beirlant, Jan
5
Forys, Monika B.
5
Kukush, Alexander
5
Stassen, Ben
5
Verschueren, Eva
5
Albrecher, Hansjörg
4
Carr, Peter
4
Decamps, Marc
4
Di Girolamo, Francesca
4
Goovaerts, Marc J.
4
Maes, Stan
4
Maj, Matheusz
4
Nualart, David
4
Dony, Julia
3
Fajardo, José
3
Fang, Fang
3
Goovaerts, Marc
3
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3
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3
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
International Centre for Economic Research (ICER)
1
Tinbergen Instituut
1
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International journal of theoretical and applied finance
12
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12
AFI
8
Insurance / Mathematics & economics
8
International Journal of Theoretical and Applied Finance (IJTAF)
6
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6
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6
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5
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4
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3
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3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Engineering and process economics : EPE ; an internat. journal for industry
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2
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2
International Journal of Financial Research
2
Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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The journal of credit risk : published quarterly by Incisive Media
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Annals of Finance
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Applied Mathematical Finance
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Carlo Alberto Notebooks
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Center for Economic Research, Tilburg University
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EURANDOM reports
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Engineering costs and production economics : an internat. journal for industry
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European journal of operational research : EJOR
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ECONIS (ZBW)
175
RePEc
31
OLC EcoSci
23
EconStor
4
USB Cologne (EcoSocSci)
3
Other ZBW resources
1
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181
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
Saved in:
182
Contingent Capital: An In‐Depth Discussion*
Maes, Stan
;
Schoutens, Wim
- In:
Economic notes : economic review of Banca Monte dei …
41
(
2012
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10009994981
Saved in:
183
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:
184
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:
185
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:
186
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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187
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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188
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
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189
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
Saved in:
190
Credit derivatives - Let's jump together: Pricing credit derivatives - The authors introduce a dynamic multivariate jump-driven model for credit spreads. The model parameters come...
Garcia, Joao
;
Goossens, Serge
;
Schoutens, Wim
- In:
Risk : managing risk in the world's financial markets
21
(
2008
)
9
,
pp. 130-133
Persistent link: https://www.econbiz.de/10008107440
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