Publications

Stephan Höcht, Dilip Madan, Wim Schoutens, (2021). It takes two to tango: Estimation of the zero-risk premium strike of a call option via joint physical and pricing density modeling. Risks 9(11).

Katrien Antonio, Jan De Spiegeleer, Wim Schoutens, (2021). The Skin-in-the-Game Bond: A Novel Sustainable Capital Instrument.