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Schoutens, Wim


 SSRN Author Rank: 2,404 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
8,831
Total
Citations
93
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
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
30 Mar 11
Last Revised:
24 Jun 11
1,184
(8,708)
8

2.   Incl. Electronic Paper
Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics
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:
22 Feb 12
534
(28,319)
1

3.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Sep 07
525
(28,940)
4

4.  
Maes, Stan
European Commission - DG Competition
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
06 Aug 10
Last Revised:
28 Aug 10
503
(30,648)
5

5.  
Di Girolamo, Francesca
Joint Research Centre, Italy
Campolongo, Francesca
Europoean Commission - Joint Reserach Centre
De Spiegeleer, Jan
Jabre Capital Partners
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
05 Jan 13
353
(47,686)
 

6.  
A Multivariate Jump-Driven Financial Asset Model | Show Abstract | Download |
ICER Applied Mathematics Working Paper No. 6 - 2005
Working Paper Series
Luciano, Elisa
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
20 May 05
305
(56,812)
13

7.  
Conic Coconuts: The Pricing of Contingent Capital Notes Using Conic Finance | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-135
Working Paper Series
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
304
(57,032)
8

8.   Incl. Electronic Paper
Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics
Dony, Julia
KU Leuven - Faculty of Business and Economics (FBE)
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:
01 Dec 11
294
(59,246)
3

9.  
Conic Financial Markets and Corporate Finance | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-121
Working Paper Series
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
283
(61,856)
7

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
282
(62,363)
 

11.  
Mandelbrot's Extremism | Show Abstract | Download |
CentER Discussion Paper Series No. 2004-125
Working Paper Series
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
281
(62,363)
1

12.  
The Valuation of Structured Products Using Markov Chain Models | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-142
Working Paper Series
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
272
(64,678)
4

13.  
Self Exciting Threshold Interest Rates Models | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Vol. 9, No. 7, pp. 1093-1122, 2006
Working Paper Series
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
232
(76,585)
 

14.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
26 Jul 07
216
(82,539)
9

15.  
De Spiegeleer, Jan
Jabre Capital Partners
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
05 Feb 14
211
(84,520)
 

16.  
A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets | Show Abstract | Download |
Final version in Applied Mathematical Finance, Vol. 16, No. 4, pp 315-330
Accepted Paper Series
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
210
(84,931)
1

17.  
Capital Requirements, the Option Surface, Market, Credit and Liquidity Risk | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-136
Working Paper Series
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
202
(88,281)
1

18.  
Corcuera, José Manuel
University of Barcelona
De Spiegeleer, Jan
Jabre Capital Partners
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
188
(94,665)
4

19.  
A Note on Some New Perpetuities | Show Abstract | Download |
Scandinavian Actuarial Journal, Vol. 4, p. 261-270, 2005
Accepted Paper Series
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
177
(100,114)
 

20.  
Simple Processes and the Pricing and Hedging of Cliquets | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-111
Working Paper Series
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
176
(100,690)
1

21.  
Tenor Specific Pricing | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS-06-143
Working Paper Series
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
173
(102,252)
1

22.  
Dobránszky, Péter
BNP Paribas, Risk - Investment & Markets
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
31 Jul 08
173
(102,252)
2

23.  
De Spiegeleer, Jan
Jabre Capital Partners
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
26 Dec 11
172
(102,816)
 

24.  
Garcia, Joao
Fitch Solutions
Goossens, Serge
affiliation not provided to SSRN
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
13 Mar 09
168
(105,048)
 

25.  
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Apr 13
140
(123,311)
1

26.  
De Spiegeleer, Jan
Jabre Capital Partners
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
120
(140,403)
 

27.  
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
114
(145,055)
1

28.  
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
15 Mar 12
108
(150,919)
2

29.  
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
100
(159,326)
2

30.  
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Albrecher, Hansjoerg
University of Lausanne
Posted:
10 Nov 12
89
(172,351)
 

31.  
Dobránszky, Péter
BNP Paribas, Risk - Investment & Markets
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
19 Mar 09
86
(176,084)
 

32.  
Two Processes for Two Prices | Show Abstract | Download |
Robert H. Smith School Research Paper
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Jun 13
83
(179,976)
 

33.  
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
82
(181,434)
3

34.   Incl. Electronic Paper
Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics
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
69
(200,792)
 

35.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
18 Mar 13
60
(216,027)
 

36.  
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
58
(219,784)
 

37.  
Pricing Constant Maturity Credit Default Swaps Under Jump Dynamics | Show Abstract | Download |
Journal of Credit Risk Vol. 5, No. 1, pp. 1-21, 2009
Accepted Paper Series
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
(221,670)
2

38.  
Single Name Credit Default Swaptions Meet Single Sided Jump Models | Show Abstract | Download |
Review of Derivatives Research, Vol. 11, No. 1, 2008
Accepted Paper Series
Jönsson, Henrik
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
22 Jun 10
51
(233,617)
2

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
50
(235,685)
 

40.  
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
University of Paris 6 Pierre et Marie Curie
Posted:
18 Mar 13
50
(235,685)
 

41.   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
42
(253,517)
 

42.  
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Apr 13
28
(292,320)
 

43.  
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
20
(323,266)
 

44.  
On the (In-)Dependence between Financial and Actuarial Risks | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 52, No. 3, 2013
Accepted Paper Series
Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics
Kukush, Alexander
Taras Shevchenko National University of Kyiv
Luciano, Elisa
Taras Shevchenko National University of Kyiv
Schoutens, Wim
KU Leuven - Department of Mathematics
Stassen, Ben
KU Leuven - Faculty of Business and Economics (FBE)
Posted:
04 Sep 14
3
(395,105)
1

45.  
Multiple Trigger CoCos: Contingent Debt Without Death Spiral Risk | Show Abstract | Download |
Financial Markets, Institutions & Instruments, Vol. 22, Issue 2, pp. 129-141, 2013
Accepted Paper Series
De Spiegeleer, Jan
Jabre Capital Partners
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
20 Apr 13
1
(410,117)
 

46.  
Simple Processes and the Pricing and Hedging of Cliquets | Show Abstract | Download |
Mathematical Finance, Vol. 23, Issue 1, pp. 198-216, 2013
Accepted Paper Series
Madan, Dilip B.
affiliation not provided to SSRN
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
10 Jan 13
1
(410,117)
1

47.  
Contingent Capital: An In‐Depth Discussion | Show Abstract | Download |
Economic Notes, Vol. 41, Issue 1‐2, pp. 59-79, 2012
Accepted Paper Series
Maes, Stan
affiliation not provided to SSRN
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
19 Jul 12
1
(410,117)
5

48.  
Jönsson, Henrik
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
22 Jun 10
 

49.  
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
Accepted Paper Series
Guillaume, Florence
University of Antwerp
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
25 Apr 10
 


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