Wim Schoutens
Wim Schoutens
Unknown affiliation
Verified email at kuleuven.be - Homepage
Title
Cited by
Cited by
Year
LÚvy processes in finance: pricing financial derivatives
W Schoutens
16302003
The Askey scheme of orthogonal polynomials
W Schoutens
Stochastic processes and orthogonal polynomials, 1-13, 2000
5042000
Chaotic and predictable representations for LÚvy processes
D Nualart, W Schoutens
Stochastic processes and their applications 90 (1), 109-122, 2000
3432000
The little Heston trap
H Albrecher, P Mayer, W Schoutens, J Tistaert
Wilmott, 83-92, 2007
2872007
Backward stochastic differential equations and Feynman-Kac formula for LÚvy processes, with applications in finance
D Nualart, W Schoutens
Bernoulli 7 (5), 761-776, 2001
2372001
A perfect calibration! Now what?
W Schoutens, E Simons, J Tistaert
The best of Wilmott, 281, 2003
2332003
LÚvy processes, polynomials and martingales
W Schoutens, JL Teugels
Stochastic Models 14 (1-2), 335-349, 1998
2051998
A multivariate jump-driven financial asset model
E Luciano, W Schoutens
Quantitative finance 6 (5), 385-402, 2006
2012006
Comonotonicity, correlation order and premium principles
S Wang, J Dhaene
Insurance: Mathematics and Economics 22 (3), 235-242, 1998
1701998
The Meixner process: Theory and applications in finance
W Schoutens
Eurandom, 2002
1542002
Exotic option pricing and advanced LÚvy models
A Kyprianou, W Schoutens, P Wilmott
John Wiley & Sons, 2006
1232006
Pricing credit default swaps under LÚvy models
J Cariboni, W Schoutens
Journal of Computational Finance 10 (4), 71, 2007
1172007
A generic one-factor LÚvy model for pricing synthetic CDOs
H Albrecher, SA Ladoucette, W Schoutens
Advances in Mathematical Finance, 259-277, 2007
1112007
Pricing contingent convertibles: A derivatives approach
J De Spiegeleer, W Schoutens
The Journal of Derivatives 20 (2), 27-36, 2012
1102012
Break on through to the single side
DB Madan, W Schoutens
Available at SSRN 1003144, 2007
1052007
LÚvy processes in credit risk
W Schoutens, J Cariboni
John Wiley & Sons, 2010
932010
Static hedging of Asian options under LÚvy models
H Albrecher, J Dhaene, M Goovaerts, W Schoutens
The Journal of Derivatives 12 (3), 63-72, 2005
882005
Enhancing the Morris method
F Campolongo, J Cariboni, A Saltelli, W Schoutens
Sensitivity Analysis of Model Output. Proceedings of the 4th Internationalá…, 2005
812005
Completion of a LÚvy market by power-jump assets
JM Corcuera, D Nualart, W Schoutens
Finance and Stochastics 9 (1), 109-127, 2005
722005
Contingent Capital: An In‐Depth Discussion
S Maes, W Schoutens
Economic notes 41 (1‐2), 59-79, 2012
662012
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Articles 1–20