| Lévy processes in finance: pricing financial derivatives W Schoutens J. Wiley, 2003 | 1882 | 2003 |
| Stochastic processes and orthogonal polynomials W Schoutens Springer Science & Business Media, 2012 | 563 | 2012 |
| Chaotic and predictable representations for Lévy processes D Nualart, W Schoutens Stochastic processes and their applications 90 (1), 109-122, 2000 | 393 | 2000 |
| The little Heston trap H Albrecher, P Mayer, W Schoutens, J Tistaert Wilmott, 83-92, 2007 | 363 | 2007 |
| Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance D Nualart, W Schoutens Bernoulli, 761-776, 2001 | 276 | 2001 |
| A perfect calibration! Now what? W Schoutens, E Simons, J Tistaert The best of Wilmott, 281, 2003 | 273 | 2003 |
| A multivariate jump-driven financial asset model E Luciano, W Schoutens Quantitative finance 6 (5), 385-402, 2006 | 248 | 2006 |
| Lévy processes, polynomials and martingales W Schoutens, JL Teugels Stochastic Models 14 (1-2), 335-349, 1998 | 239 | 1998 |
| Meixner processes in finance W Schoutens Eurandom, 2001 | 209 | 2001 |
| Machine learning for quantitative finance: fast derivative pricing, hedging and fitting J De Spiegeleer, DB Madan, S Reyners, W Schoutens Quantitative Finance 18 (10), 1635-1643, 2018 | 165 | 2018 |
| Break on through to the single side DB Madan, W Schoutens Available at SSRN 1003144, 2007 | 156 | 2007 |
| Exotic option pricing and advanced Lévy models A Kyprianou, W Schoutens, P Wilmott John Wiley & Sons, 2006 | 139 | 2006 |
| Pricing contingent convertibles: A derivatives approach J De Spiegeleer, W Schoutens Journal of Derivatives 20 (2), 27, 2012 | 137 | 2012 |
| Lévy processes in credit risk W Schoutens, J Cariboni John Wiley & Sons, 2010 | 123 | 2010 |
| Pricing credit default swaps under Lévy models J Cariboni, W Schoutens Journal of Computational Finance 10 (4), 71, 2007 | 120 | 2007 |
| A generic one-factor Lévy model for pricing synthetic CDOs H Albrecher, SA Ladoucette, W Schoutens Advances in Mathematical Finance, 259-277, 2007 | 116 | 2007 |
| Enhancing the Morris method F CAMPOLONGO, J CARIBONI, S WIM | 98 | 2005 |
| Static hedging of Asian options under Lévy models: the comonotonicity approach H Albrecher, J Dhaene, M Goovaerts, W Schoutens The Journal of Derivatives 12 (3), 63-72, 2005 | 98 | 2005 |
| The handbook of hybrid securities: convertible bonds, coco bonds, and bail-in J De Spiegeleer, W Schoutens, C Van Hulle John Wiley & Sons, 2014 | 90 | 2014 |
| Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type L Valdivieso, W Schoutens, F Tuerlinckx Statistical Inference for Stochastic Processes 12, 1-19, 2009 | 90 | 2009 |
