Wim Schoutens is the author of 2 books in this catalogue: Exotic Option Pricing and Advanced Lévy Models and Lévy processes in finance. Their catalogued work centres on Derivatives Pricing, Stochastic Calculus, Mathematical Finance, Quantitative Finance and Time Series Analysis.
Identity. This author profile is linked to persistent identifiers listed below, taken from bibliographic provider records that name this person on the books above.
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