Completion of a Lévy market by power-jump assets. - José Manuel Corcuera; David Nualart; Wim Schoutens (Finance Stochastics, 2005)

The importance of jumps in pricing European options. - Francesca Campolongo; Jessica Cariboni; Wim Schoutens (Reliab. Eng. Syst. Saf., 2006)

The beta-Meixner model. - Albert Ferreiro-Castilla; Wim Schoutens (J. Comput. Appl. Math., 2012)

A multivariate dependence measure for aggregating risks. - Jan Dhaene; Daniël Linders; Wim Schoutens; David Vyncke (J. Comput. Appl. Math., 2014)

A bootstrapping market implied moment matching calibration for models with time-dependent parameters. - Florence Guillaume; Wim Schoutens (J. Comput. Appl. Math., 2014)

A framework for robust measurement of implied correlation. - Daniël Linders; Wim Schoutens (J. Comput. Appl. Math., 2014)

Heston Model: The Variance Swap Calibration. - Florence Guillaume; Wim Schoutens (J. Optim. Theory Appl., 2014)

Towards Data-Driven Volatility Modeling with Variational Autoencoders. - Thomas Dierckx; Jesse Davis; Wim Schoutens (PKDD/ECML Workshops (2), 2022)