Dynamic asset allocation under VaR constraint with stochastic interest rates. - Donatien Hainaut (Ann. Oper. Res., 2009)

Impulse control of pension fund contributions, in a regime switching economy. - Donatien Hainaut (Eur. J. Oper. Res., 2014)

Default probabilities of a holding company, with complete and partial information. - Donatien Hainaut; Griselda Deelstra (J. Comput. Appl. Math., 2014)

Clustered Lévy processes and their financial applications. - Donatien Hainaut (J. Comput. Appl. Math., 2017)

How do capital structure and economic regime affect fair prices of bank's equity and liabilities? - Donatien Hainaut; Yang Shen; Yan Zeng (Ann. Oper. Res., 2018)

Option pricing in illiquid markets: A fractional jump-diffusion approach. - Donatien Hainaut; Nikolai Leonenko (J. Comput. Appl. Math., 2021)

CDS pricing with fractional Hawkes processes. - John-John Ketelbuters; Donatien Hainaut (Eur. J. Oper. Res., 2022)

Time-consistent evaluation of credit risk with contagion. - John-John Ketelbuters; Donatien Hainaut (J. Comput. Appl. Math., 2022)

Pricing of spread and exchange options in a rough jump-diffusion market. - Donatien Hainaut (J. Comput. Appl. Math., 2023)

Variational AutoEncoder for synthetic insurance data. - Charlotte Jamotton; Donatien Hainaut (Intell. Syst. Appl., 2024)

A recursive method for fractional Hawkes intensities and the potential approach of credit risk. - John-John Ketelbuters; Donatien Hainaut (J. Comput. Appl. Math., 2024)

Partial Hedging in Rough Volatility Models. - Edouard Motte; Donatien Hainaut (SIAM J. Financial Math., 2024)

Deep Learning for Continuous-time Stochastic Control with Jumps. - Patrick Cheridito; Jean-Loup Dupret; Donatien Hainaut (CoRR, 2025)