Author/Creator: Schoutens, W. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Schoutens, W.

1. Calibration to American options: numerical investigation of the de-Americanization method. Issue 7 (3rd July 2018)

Authors:: Burkovska, O.; Gass, M.; Glau, K.; Mahlstedt, M.; Schoutens, W.; Wohlmuth, B.
Journal:: Quantitative finance
Issue:: Volume 18:Issue 7(2018)
Page Start:: 1091
Record Type:: Journal Article
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2. The relationship between risk-neutral and actual default probabilities: the credit risk premium. Issue 42 (7th September 2016)

Authors:: Heynderickx, W.; Cariboni, J.; Schoutens, W.; Smits, B.
Journal:: Applied economics
Issue:: Volume 48:Issue 42(2016)
Page Start:: 4066
Record Type:: Journal Article
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