18 results on '"Schoutens, Wim"'
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2. Hedging insurance books
3. A bootstrapping market implied moment matching calibration for models with time-dependent parameters
4. A framework for robust measurement of implied correlation
5. A multivariate dependence measure for aggregating risks
6. Close form pricing formulas for Coupon Cancellable CoCos
7. Implied liquidity: Model sensitivity
8. On the (in-)dependence between financial and actuarial risks
9. Systemic risk tradeoffs and option prices
10. The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
11. The [formula omitted]-Meixner model
12. Exotic options under Lévy models: An overview
13. Iterates of the infinitesimal generator and space–time harmonic polynomials of a Markov process
14. Asymmetric skew Bessel processes and their applications to finance
15. Short-term risk management using stochastic Taylor expansions under Lévy models
16. Chaotic and predictable representations for Lévy processes
17. Preface
18. Lévy-Sheffer and IID-Sheffer polynomials with applications to stochastic integrals
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