Showing 1 - 3 results of 3 for search 'Wim Schoutens', query time: 0.02s Refine Results
  1. 1
    Trading the FX volatility risk premium with machine learning and alternative data

    Trading the FX volatility risk premium with machine learning and alternative data by Thomas Dierckx, Jesse Davis, Wim Schoutens

    Published 2022-11-01
    Get full text
    Article
  2. 2
    Implied Tail Risk and ESG Ratings

    Implied Tail Risk and ESG Ratings by Jingyan Zhang, Jan De Spiegeleer, Wim Schoutens

    Published 2021-07-01
    Get full text
    Article
  3. 3
    It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling

    It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling by Stephan Höcht, Dilip B. Madan, Wim Schoutens, Eva Verschueren

    Published 2021-11-01
    Get full text
    Article

Search Tools: