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Information about:
Marc Decamps

Personal Details | Affiliation | Works
This is information that was supplied by Marc Decamps in registering through RePEc. If you are Marc Decamps , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name: Marc
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Last Name: Decamps
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RePEc Short-ID: pde206

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Goovaerts M. & De Schepper A. & Decamps M., 2002. "Transition probabilities for diffusion equations by means of path integrals," Working Papers 2002026, University of Antwerp, Faculty of Applied Economics. [Downloadable!]

Articles

  1. Decamps, Marc & De Schepper, Ann & Goovaerts, Marc, 2009. "Spectral decomposition of optimal asset-liability management," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 710-724, March. [Downloadable!] (restricted)

  2. Marc Decamps & Marc Goovaerts & Wim Schoutens, 2006. "Self Exciting Threshold Interest Rates Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(07), pages 1093-1122. [Downloadable!] (restricted)

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This page was last updated on 2009-11-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.