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Marc Decamps

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
RePEc Short-ID:pde206
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Postal Address:
Location: Leuven, Belgium
Postal: Naamsestraat 69, 3000 Leuven
Handle: RePEc:edi:fekulbe (more details at EDIRC)
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  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.
  2. DECAMPS, Marc & DE SCHEPPER, Ann & GOOVAERTS, Marc, . "Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries," Working Papers 2003027, University of Antwerp, Faculty of Applied Economics.
  1. Decamps, Marc & De Schepper, Ann, 2010. "Edgeworth expansions of stochastic trading time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3179-3192.
  2. 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.
  3. Decamps, Marc & De Schepper, Ann & Goovaerts, Marc, 2006. "A path integral approach to asset-liability management," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 404-416.
  4. 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.
  5. M. Decamps & M. Goovaerts & A. De Schepper, 2005. "Pricing Exotic Options under Local Volatility," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 49-68.
  6. Decamps, Marc & De Schepper, Ann & Goovaerts, Marc, 2004. "Applications of δ-function perturbation to the pricing of derivative securities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(3), pages 677-692.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2005-01-02. Author is listed

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