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Marc Decamps

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

Personal Details

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

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Affiliation

Faculteit Economie en Bedrijfswetenschappen
KU Leuven
Location: Leuven, Belgium
Homepage: http://www.econ.kuleuven.ac.be/
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Postal: Naamsestraat 69, 3000 Leuven
Handle: RePEc:edi:fekulbe (more details at EDIRC)

Works

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Working papers

  1. GOOVAERTS, Marc & DE SCHEPPER, Ann & DECAMPS, Marc, 2002. "Transition probabilities for diffusion equations by means of path integrals," Working Papers 2002026, University of Antwerp, Faculty of Applied Economics.

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.
  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.

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