Wim Schoutens

6.4k total citations · 2 hit papers
203 papers, 3.8k citations indexed

About

Wim Schoutens is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Wim Schoutens has authored 203 papers receiving a total of 3.8k indexed citations (citations by other indexed papers that have themselves been cited), including 177 papers in Finance, 68 papers in Economics and Econometrics and 32 papers in Management Science and Operations Research. Recurrent topics in Wim Schoutens's work include Stochastic processes and financial applications (134 papers), Financial Risk and Volatility Modeling (73 papers) and Credit Risk and Financial Regulations (50 papers). Wim Schoutens is often cited by papers focused on Stochastic processes and financial applications (134 papers), Financial Risk and Volatility Modeling (73 papers) and Credit Risk and Financial Regulations (50 papers). Wim Schoutens collaborates with scholars based in Belgium, United States and Italy. Wim Schoutens's co-authors include Dilip B. Madan, Jan De Spiegeleer, Jessica Cariboni, David Nualart, David Nualart, Hansjörg Albrecher, Jan Dhaene, Jozef L. Teugels, Elisa Luciano and Daniël Linders and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Banking & Finance and Journal of Mathematical Analysis and Applications.

In The Last Decade

Wim Schoutens

183 papers receiving 3.5k citations

Hit Papers

Lévy processes in finance pricing financial derivatives 2003 2026 2010 2018 2003 2003 100 200 300 400 500

Peers

Wim Schoutens
Comparison fields: 5 of 101
  • Finance 3.1k
  • Economics and Econometrics 1.1k
  • Management Science and Operations Research 709
  • Demography 629
  • Mathematical Physics 308
Replace Nizar Touzi with:
Nizar Touzi France
Peter Tankov France
Mark Broadie United States
Steven Kou United States
Damir Filipović Switzerland
Agnès Sulem France
Nicole El Karoui France
Rama Cont United Kingdom
Fred Espen Benth Norway
Erhan Bayraktar United States
Nizar Touzi France View profile →
Citations per field, relative to Wim Schoutens
Wim Schoutens · 1×
Citations per year, relative to Wim Schoutens
Wim Schoutens · 1×

Countries citing papers authored by Wim Schoutens

Since Specialization
Citations

This map shows the geographic impact of Wim Schoutens's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Wim Schoutens with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Wim Schoutens more than expected).

Fields of papers citing papers by Wim Schoutens

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Wim Schoutens. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Wim Schoutens. The network helps show where Wim Schoutens may publish in the future.

Co-authorship network of co-authors of Wim Schoutens

This figure shows the co-authorship network connecting the top 25 collaborators of Wim Schoutens. A scholar is included among the top collaborators of Wim Schoutens based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Wim Schoutens. Wim Schoutens is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 2
2 14
3 17
4 32
5 78
6 6
7
Conic financial markets and corporate finance
2
8
Model and calibration risks for the Heston model
1
9
Pricing and Hedging of CDO-Squared Tranches by Using a One Factor Levy Model
1
10
Let s Jump Together: Pricing Credit Derivatives
4
11
Comparing some alternative Lévy base correlation models for pricing and hedging CDO tranches
3
12
Managing uncertainty:financial, actuarial and statistical modelling
2
13 28
14
Lévy Processes in Finance breakdown →
502
15
Meixner Processes in Finance
10
16
BSDE's, Clark-Ocone formula, and Feynman-Kac formula for Lévy processes
1
17
Krawtchouk polynomials and iterated stochastic integration
1
18 148
19 5
20 4

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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