The following pages link to Wim Schoutens (Q166010):
Displaying 32 items.
- PRICING AND HEDGING OF CDO-SQUARED TRANCHES BY USING A ONE FACTOR LÉVY MODEL (Q3643589) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- (Q3656689) (← links)
- Lévy processes, polynomials and martingales (Q4385225) (← links)
- (Q4524446) (← links)
- Discrete chaotic calculus and covariance identities (Q4542937) (← links)
- Calibration to American options: numerical investigation of the de-Americanization method (Q4554482) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509) (← links)
- EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS (Q4631695) (← links)
- CONIC CPPIs (Q4634640) (← links)
- TENOR SPECIFIC PRICING (Q4649506) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos (Q4689920) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (Q4906520) (← links)
- Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis (Q4976497) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- Nonlinear Valuation and Non-Gaussian Risks in Finance (Q5014097) (← links)
- Errata: Instantaneous Portfolio theory (Q5079354) (← links)
- A moment matching market implied calibration (Q5397467) (← links)
- TWO PROCESSES FOR TWO PRICES (Q5411989) (← links)
- (Q5506193) (← links)
- THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880) (← links)
- The valuation of structured products using Markov chain models (Q5746747) (← links)
- Self‐similarity in long‐horizon returns (Q5855960) (← links)
- Orthogonal polynomials in Stein's method (Q5927582) (← links)
- An application in stochastics of the Laguerre-type polynomials (Q5946629) (← links)
- Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance (Q5950044) (← links)
- Now decision theory (Q6064078) (← links)
- Option returns (Q6134137) (← links)
- On the pricing of capped volatility swaps using machine learning techniques (Q6657702) (← links)
