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Schoutens, W.
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1

Calibration to American options: numerical investigation of..:

Burkovska, O. ; Gass, M. ; Glau, K....
Quantitative Finance.  18 (2018)  7 - p. 1091-1113 , 2018
Link: https://doi.org/10.1080/..
 
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2

The relationship between risk-neutral and actual default pr.. 

, In: Applied economics
the credit risk premium 
Heynderickx, W. ; Cariboni, J. ; Schoutens, W... (2016)  40/42 - p. 4066-4081
Copies: Zentrale;
 
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3

The relationship between risk-neutral and actual default pr..:

Heynderickx, W. ; Cariboni, J. ; Schoutens, W..
Applied Economics.  48 (2016)  42 - p. 4066-4081 , 2016
Link: https://doi.org/10.1080/..
 
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4

General Lower Bounds for Arithmetic Asian Option Prices:

Albrecher, H. ; Mayer, P. A. ; Schoutens, W.
Applied Mathematical Finance.  15 (2008)  2 - p. 123-149 , 2008
Link: https://doi.org/10.1080/..
 
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5

The importance of jumps in pricing European options:

Campolongo, F. ; Cariboni, J. ; Schoutens, W.
Reliability Engineering & System Safety.  91 (2006)  10-11 - p. 1148-1154 , 2006
Link: https://doi.org/10.1016/..
 
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6

A Birth and Death Process Related to the Rogers–Ramanujan C..:

Parthasarathy, P.R ; Lenin, R.B ; Schoutens, W.
Journal of Mathematical Analysis and Applications.  224 (1998)  2 - p. 297-315 , 1998
Link: https://doi.org/10.1006/..
 
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7

Calibration to American options: numerical investigation of..:

Burkovska, O ; Gass, M ; Glau, K...
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC6034575/.  , 2018
Link: http://www.ncbi.nlm.nih...
 
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8

Implied liquidity: model sensitivity:

Albrecher, H ; Guillaume, F ; Schoutens, W
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jempfin.2013.05.003.  , 2013
Link: https://serval.unil.ch/n..
 
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9

On the (in)-dependence between financial and actuarial risk:

Dhaene J ; Kukush W ; Schoutens W..
info:eu-repo/semantics/altIdentifier/wos/WOS:000320012100012.  , 2013
Link: http://hdl.handle.net/23..
 
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10

Tenor specific pricing:

Madan, D.B ; Schoutens, W
Madan , D B & Schoutens , W 2011 , Tenor specific pricing . Report Eurandom , vol. 2011006 , Eurandom , Eindhoven ..  , 2011
Link: https://research.tue.nl/..
 
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11

Implied liquidity : towards stochastic liquidity modeling a..:

Corcuera, J.M ; Guillaume, F.M.Y ; Madan, D.B.
Corcuera , J M , Guillaume , F M Y , Madan , D B & Schoutens , W 2010 , Implied liquidity : towards stochastic liquidity modeling and liquidity trading . Report Eurandom , vol. 2010031 , Eurandom , Eindhoven ..  , 2010
Link: https://research.tue.nl/..
 
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12

Conic coconuts : the pricing of contingent capital notes us..:

Madan, D.B ; Schoutens, W
Madan , D B & Schoutens , W 2010 , Conic coconuts : the pricing of contingent capital notes using conic finance . Report Eurandom , vol. 2010028 , Eurandom , Eindhoven ..  , 2010
Link: https://research.tue.nl/..
 
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13

Conic financial markets and corporate finance:

Madan, D.B ; Schoutens, W
Madan , D B & Schoutens , W 2010 , Conic financial markets and corporate finance . Report Eurandom , vol. 2010009 , Eurandom , Eindhoven ..  , 2010
Link: https://research.tue.nl/..
 
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14

The $\beta$ Meixner model:

Ferreiro-Castilla, A ; Schoutens, W
Ferreiro-Castilla , A & Schoutens , W 2010 , The $\beta$ Meixner model . Report Eurandom , vol. 2010052 , Eurandom , Eindhoven ..  , 2010
Link: https://research.tue.nl/..
 
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15

Quantitative assessment of securitisation deals:

Jonsson, B.H.B ; Schoutens, W
Jonsson , B H B & Schoutens , W 2010 , Quantitative assessment of securitisation deals . Report Eurandom , vol. 2010045 , Eurandom , Eindhoven ..  , 2010
Link: https://research.tue.nl/..
 
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