Concepedia
Statistics
Publications
6
Citations
163
H-Index
Active since
2003
Affiliations
KU Leuven(Current)
University of Antwerp
University of Amsterdam
Marc Decamps is an author at KU Leuven specializing in economics, financial economics, and option pricing.
Publications per year
2003–2006
SELF EXCITING THRESHOLD INTEREST RATES MODELS
Marc Decamps, Marc Goovaerts, Wim Schoutens · International Journal of Theoretical and Applied Finance · 2006 · 50 citations
Business, Economics, Finance +17
Asymmetric skew Bessel processes and their applications to finance
Marc Decamps, Marc Goovaerts, Wim Schoutens · Journal of Computational and Applied Mathematics · 2005 · 29 citations
Business, Economics, Finance +12
Applications of δ-function perturbation to the pricing of derivative securities
Marc Decamps, Ann De Schepper, Marc Goovaerts · Physica A Statistical Mechanics and its Applications · 2004 · 29 citations
Business, Economics, Finance +14
A path integral approach to asset-liability management
Marc Decamps, Ann De Schepper, Marc Goovaerts · Physica A Statistical Mechanics and its Applications · 2005 · 23 citations
Management, Risk Management, Financial Risk Management +9
Closed-form approximations for diffusion densities: a path integral approach
Marc Goovaerts, Ann De Schepper, Marc Decamps · Journal of Computational and Applied Mathematics · 2003 · 22 citations
Engineering, Computational Engineering, Stochastic Modeling +10
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