Browsing All of EconStor by Author Schoutens, Wim
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2015 | Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets | Linders, Daniël; Dhaene, Jan; Schoutens, Wim |
2019 | Arbitrage free approximations to candidate volatility surface quotations | Madan, Dilip B.; Schoutens, Wim |
2020 | Are green bonds different from ordinary bonds? A statistical and quantitative point of view | Ma, Cong; Schoutens, Wim; Beirlant, Jan; De Spiegeleer, Jan; Höcht, Stephan; Van Kleeck, Robert |
2021 | It takes two to Tango: Estimation of the zero-risk premium strike of a call option via joint physical and pricing density modeling | Höcht, Stephan; Madan, Dilip B.; Schoutens, Wim; Verschueren, Eva |