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Schoutens, Wim


 SSRN Author Rank: 2,045 by Downloads
 

KU Leuven - Department of Mathematics


 Celestijnenlaan 200 B
 Leuven, B-3001
 Belgium
 email address

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. Schoutens, Wim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,873
Total
Citations
94
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
30 Mar 11
Last Revised:
24 Jun 11
1,535
(6,429)
8

2.   Incl. Electronic Paper
Dhaene, Jan
Katholieke Universiteit Leuven - Faculty of Economics and Business
Linders, Daniël
KU Leuven - Department of Applied Economics
Schoutens, Wim
KU Leuven - Department of Mathematics
Vyncke, David
Ghent University-Universiteit Gent - Department of Applied Mathematics and Computer Science
Posted:
12 Sep 11
Last Revised:
18 Jan 15
656
(24,124)
1

3.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Sep 07
540
(31,540)
4

4.  
Maes, Stan
European Commission - DG Competition
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
06 Aug 10
Last Revised:
28 Aug 10
534
(32,087)
5

5.  
Di Girolamo, Francesca
Joint Research Centre, Italy
Campolongo, Francesca
Europoean Commission - Joint Reserach Centre
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
05 Jan 13
448
(40,126)
 

6.  
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
05 Feb 14
422
(43,209)
 

7.  
Conic Coconuts: The Pricing of Contingent Capital Notes Using Conic Finance | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 06-135
Number of Pages in PDF File: 21
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
08 Jul 10
Last Revised:
23 Nov 10
342
(55,863)
8

8.   Incl. Electronic Paper
Dhaene, Jan
Katholieke Universiteit Leuven - Faculty of Economics and Business
Dony, Julia
KU Leuven - Faculty of Business and Economics (FEB)
Forys, Monika B.
KU Leuven - Department of Mathematics
Linders, Daniël
KU Leuven - Department of Applied Economics
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
18 Jul 11
Last Revised:
18 Jan 15
326
(59,082)
3

9.  
A Multivariate Jump-Driven Financial Asset Model | Show Abstract | Download This Paper | Open PDF in Browser |
ICER Applied Mathematics Working Paper No. 6 - 2005
Number of Pages in PDF File: 27
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
20 May 05
312
(62,164)
13

10.  
Corcuera, José Manuel
University of Barcelona - Faculty of Mathematics
Guillaume, Florence
University of Antwerp
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
14 Feb 11
308
(63,080)
 

11.  
Conic Financial Markets and Corporate Finance | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 06-121
Number of Pages in PDF File: 23
Schoutens, Wim
KU Leuven - Department of Mathematics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
04 Feb 10
Last Revised:
13 May 10
299
(65,171)
7

12.  
The Valuation of Structured Products Using Markov Chain Models | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 06-142
Number of Pages in PDF File: 24
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
04 Mar 10
Last Revised:
14 May 11
286
(68,511)
4

13.  
Mandelbrot's Extremism | Show Abstract | Download This Paper | Open PDF in Browser |
CentER Discussion Paper Series No. 2004-125
Number of Pages in PDF File: 13
Beirlant, Jan
Catholic University of Leuven (KUL)
Schoutens, Wim
KU Leuven - Department of Mathematics
Segers, Johan
Catholic University of Louvain (UCL)
Posted:
05 Jan 05
286
(68,511)
1

14.  
Self Exciting Threshold Interest Rates Models | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Theoretical and Applied Finance, Vol. 9, No. 7, pp. 1093-1122, 2006
Number of Pages in PDF File: 36
Decamps, Marc
Katholieke Universiteit Leuven (KUL)
Goovaerts, Marc
Catholic University of Leuven (KUL) - Department of Economics
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
07 Jan 05
Last Revised:
15 Mar 09
241
(82,328)
 

15.  
Corcuera, José Manuel
University of Barcelona
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Ferreiro-Castilla, Albert
Universidad Autonoma de Madrid
Kyprianou, Andreas E.
University of Bath
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
05 Nov 11
238
(83,443)
4

16.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
26 Jul 07
225
(88,496)
9

17.  
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Forys, Monika B.
KU Leuven - Department of Mathematics
Marquet, Ine
KU Leuven - Department of Mathematics
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
01 Apr 14
221
(90,104)
 

18.  
A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Final version in Applied Mathematical Finance, Vol. 16, No. 4, pp 315-330
Number of Pages in PDF File: 17
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Chernih, Andrew
affiliation not provided to SSRN
Maj, Mateusz
affiliation not provided to SSRN
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
30 Oct 07
Last Revised:
14 Feb 12
217
(91,757)
1

19.  
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Apr 13
216
(92,197)
1

20.  
Capital Requirements, the Option Surface, Market, Credit and Liquidity Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 06-136
Number of Pages in PDF File: 57
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Eberlein, Ernst
University of Freiburg
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
31 Jan 11
Last Revised:
25 Oct 11
207
(96,228)
1

21.  
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
26 Dec 11
203
(98,056)
 

22.  
Simple Processes and the Pricing and Hedging of Cliquets | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 06-111
Number of Pages in PDF File: 21
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
03 Feb 10
Last Revised:
03 May 10
186
(107,086)
1

23.  
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Marquet, Ine
KU Leuven - Department of Mathematics
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
10 Mar 15
Last Revised:
27 Mar 15
184
(107,670)
 

24.  
Dobránszky, Péter
BNP Paribas, Risk - Investment & Markets
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
31 Jul 08
184
(107,670)
2

25.  
A Note on Some New Perpetuities | Show Abstract | Download This Paper | Open PDF in Browser |
Scandinavian Actuarial Journal, Vol. 4, p. 261-270, 2005
Number of Pages in PDF File: 13
Decamps, Marc
Katholieke Universiteit Leuven (KUL)
De Schepper, Ann
University of Antwerp - Faculty of Applied Economics
Goovaerts, Marc
Catholic University of Leuven (KUL) - Department of Economics
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
06 Jan 05
Last Revised:
07 Oct 08
180
(109,877)
 

26.  
Tenor Specific Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS-06-143
Number of Pages in PDF File: 23
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
31 Jan 11
Last Revised:
23 Feb 12
177
(111,605)
1

27.  
Garcia, Joao
Fitch Solutions
Goossens, Serge
affiliation not provided to SSRN
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
13 Mar 09
171
(115,079)
 

28.  
Corcuera, José Manuel
University of Barcelona
Fajardo, José
Getulio Vargas Foundation
Jonsson, Henrik
European Commission - Joint Research Centre
Schoutens, Wim
KU Leuven - Department of Mathematics
Valdivia, Arturo
University of Barcelona
Posted:
25 Jan 13
166
(118,206)
1

29.  
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
15 Mar 12
142
(135,279)
2

30.   Incl. Electronic Paper
Linders, Daniël
KU Leuven - Department of Applied Economics
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
21 Jul 14
Last Revised:
31 Aug 14
123
(151,940)
 

31.  
Two Processes for Two Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper
Number of Pages in PDF File: 25
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Jun 13
116
(158,826)
 

32.  
Fang, Fang
Delft University of Technology
Jönsson, Henrik
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
Oosterlee, Cornelis W.
Center for Mathematics and Computer Science (CWI)
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
22 Jun 10
113
(161,932)
2

33.  
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Albrecher, Hansjoerg
University of Lausanne
Posted:
10 Nov 12
109
(166,188)
 

34.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
20 May 11
Last Revised:
21 Nov 11
93
(185,502)
4

35.  
Dobránszky, Péter
BNP Paribas, Risk - Investment & Markets
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
19 Mar 09
90
(189,484)
 

36.   Incl. Electronic Paper
Dhaene, Jan
Katholieke Universiteit Leuven - Faculty of Economics and Business
Linders, Daniël
KU Leuven - Department of Applied Economics
Schoutens, Wim
KU Leuven - Department of Mathematics
Vyncke, David
Ghent University-Universiteit Gent - Department of Applied Mathematics and Computer Science
Posted:
22 Aug 13
Last Revised:
19 Jan 14
85
(196,457)
 

37.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
18 Mar 13
70
(220,407)
 

38.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
18 Mar 13
68
(223,945)
 

39.   Incl. Electronic Paper
Linders, Daniël
KU Leuven - Department of Applied Economics
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
21 Dec 13
Last Revised:
23 Apr 14
62
(235,302)
 

40.   Incl. Electronic Paper
Linders, Daniël
KU Leuven - Department of Applied Economics
Dhaene, Jan
Katholieke Universiteit Leuven - Faculty of Economics and Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
21 Dec 14
Last Revised:
15 Mar 15
59
(241,260)
 

41.  
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Höcht, Stephan
Independent
Marquet, Ine
KU Leuven - Department of Mathematics
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
14 Mar 15
59
(241,260)
 

42.  
Pricing Constant Maturity Credit Default Swaps Under Jump Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Credit Risk Vol. 5, No. 1, pp. 1-21, 2009
Number of Pages in PDF File: 26
Jönsson, Henrik
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
22 Jun 10
59
(241,260)
2

43.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Schoutens, Wim
KU Leuven - Department of Mathematics
Yor, Marc
Université Paris VI Pierre et Marie Curie
Posted:
18 Mar 13
58
(243,274)
 

44.  
Single Name Credit Default Swaptions Meet Single Sided Jump Models | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Derivatives Research, Vol. 11, No. 1, 2008
Number of Pages in PDF File: 18
Jönsson, Henrik
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
22 Jun 10
52
(256,197)
2

45.  
Heynderickx, Wouter
Joint Research Center of the European Commission
Cariboni, Jessica
European Commission Joint Research Center
Schoutens, Wim
KU Leuven - Department of Mathematics
Smits, Bert F.
University of Antwerp - Department of Accounting & Finance
Posted:
08 Jul 15
45
(272,870)
 

46.  
Corcuera, José Manuel
University of Barcelona
Fajardo, José
Getulio Vargas Foundation
Schoutens, Wim
KU Leuven - Department of Mathematics
Valdivia, Arturo
University of Barcelona
Posted:
20 Dec 14
45
(272,870)
 

47.  
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Apr 13
31
(312,800)
 

48.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Schoutens, Wim
KU Leuven - Department of Mathematics
Melamed, Michael
Independent
Posted:
26 Jul 15
22
(348,075)
 

49.  
Dynamic Conic Hedging for Competitiveness | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 2635600
Number of Pages in PDF File: 60
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
25 Jul 15
21
(352,519)
 

50.  
Di Girolamo, Francesca
Joint Research Centre, Italy
Jonsson, Henrik
European Commission - Joint Research Centre
Campolongo, Francesca
Europoean Commission - Joint Reserach Centre
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
13 Dec 12
21
(352,519)
 

51.  
On the (In-)Dependence between Financial and Actuarial Risks | Show Abstract | Download This Paper | Open PDF in Browser |
Insurance: Mathematics and Economics, Vol. 52, No. 3, 2013
Number of Pages in PDF File: 23
Dhaene, Jan
Katholieke Universiteit Leuven - Faculty of Economics and Business
Kukush, Alexander
Taras Shevchenko National University of Kyiv
Schoutens, Wim
KU Leuven - Department of Mathematics
Stassen, Ben
KU Leuven - Faculty of Business and Economics (FEB)
Posted:
04 Sep 14
10
(402,721)
1

52.  
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Höcht, Stephan
Independent
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
21 Aug 15
7
(415,763)
 

53.  
Multiple Trigger CoCos: Contingent Debt Without Death Spiral Risk | Show Abstract | Add to Cart |
Financial Markets, Institutions & Instruments, Vol. 22, Issue 2, pp. 129-141, 2013
Number of Pages in PDF File: 13
De Spiegeleer, Jan
Jabre Capital Partners & KU Leuven
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
20 Apr 13
1
(449,057)
 

54.  
Simple Processes and the Pricing and Hedging of Cliquets | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 23, Issue 1, pp. 198-216, 2013
Number of Pages in PDF File: 19
Madan, Dilip B.
affiliation not provided to SSRN
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
10 Jan 13
1
(449,057)
1

55.  
Contingent Capital: An In‐Depth Discussion | Show Abstract | Add to Cart |
Economic Notes, Vol. 41, Issue 1‐2, pp. 59-79, 2012
Number of Pages in PDF File: 21
Maes, Stan
affiliation not provided to SSRN
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
19 Jul 12
1
(449,057)
5

56.  
Jönsson, Henrik
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
22 Jun 10
 

57.  
Pricing and Hedging of CDO-Squared Tranches by Using a One Factor Levy Model | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 5, pp. 663-685, 2009
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
25 Apr 10
 


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