Wim Schoutens

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 1

Top Topics

Bayesian Framework

Image Segmentation

Parameter Estimates

Free Parameters

Top Venues

J. Comput. Appl. Math.

J. Optim. Theory Appl.

PKDD/ECML Workshops (2)

Publications

Thomas Dierckx, Jesse Davis, Wim Schoutens
Towards Data-Driven Volatility Modeling with Variational Autoencoders. PKDD/ECML Workshops (2) (2022)
Daniël Linders, Wim Schoutens
A framework for robust measurement of implied correlation. J. Comput. Appl. Math. 271 (2014)
Jan Dhaene, Daniël Linders, Wim Schoutens, David Vyncke
A multivariate dependence measure for aggregating risks. J. Comput. Appl. Math. 263 (2014)
Florence Guillaume, Wim Schoutens
A bootstrapping market implied moment matching calibration for models with time-dependent parameters. J. Comput. Appl. Math. 271 (2014)
Florence Guillaume, Wim Schoutens
Heston Model: The Variance Swap Calibration. J. Optim. Theory Appl. 161 (1) (2014)
Albert Ferreiro-Castilla, Wim Schoutens
The beta-Meixner model. J. Comput. Appl. Math. 236 (9) (2012)
Francesca Campolongo, Jessica Cariboni, Wim Schoutens
The importance of jumps in pricing European options. Reliab. Eng. Syst. Saf. 91 (10-11) (2006)
José Manuel Corcuera, David Nualart, Wim Schoutens
Completion of a Lévy market by power-jump assets. Finance Stochastics 9 (1) (2005)