Publications

Katrien Antonio, Jan De Spiegeleer, Wim Schoutens, Eva Verschueren (2023). The skin-in-the-game bond: a novel sustainable capital instrument. In Alexander, K., Gargantini, M., and Siri, M., editors, The Cambridge Handbook of EU Sustainable Finance: Regulation, Supervision and Governance. Cambridge University Press.

Stephan Höcht, Wim Schoutens, Eva Verschueren (2023). On the pricing of capped volatility swaps using machine learning techniques. Working paper under review.

Stephan Höcht, Dilip Madan, Wim Schoutens, Eva Verschueren (2021). It takes two to tango: Estimation of the zero-risk premium strike of a call option via joint physical and pricing density modeling. Risks 9(11).