Browsing by Author SCHOUTENS Wim

Showing results 1 to 4 of 4
Publication YearJRC N°TitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2005JRC28419The Importance of Jumps in Pricing European Options.CAMPOLONGO Francesca; CARIBONI Jessica; SCHOUTENS WimArticles in periodicals and books
2009JRC50144Jumps in Intensity Models: Investigating the Performance of Ornstein-Uhlenbeck Processes in Credit Risk ModelingCARIBONI Jessica; SCHOUTENS WimArticles in periodicals and books
2009JRC50078Levy Processes in Credit RiskSCHOUTENS Wim; CARIBONI JessicaBooks
2006JRC33127Ornstein-Uhlenbeck Models for Credit RiskCARIBONI Jessica; SCHOUTENS WimArticles in periodicals and books