default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDDonatien Hainaut
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j11]John-John Ketelbuters, Donatien Hainaut:
A recursive method for fractional Hawkes intensities and the potential approach of credit risk. J. Comput. Appl. Math. 448: 115895 (2024)- [j10]Edouard Motte, Donatien Hainaut:
Partial Hedging in Rough Volatility Models. SIAM J. Financial Math. 15(3): 601-652 (2024) - 2023
- [j9]Donatien Hainaut:
Pricing of spread and exchange options in a rough jump-diffusion market. J. Comput. Appl. Math. 419: 114752 (2023) - 2022
- [j8]John-John Ketelbuters, Donatien Hainaut:
CDS pricing with fractional Hawkes processes. Eur. J. Oper. Res. 297(3): 1139-1150 (2022) - [j7]John-John Ketelbuters, Donatien Hainaut:
Time-consistent evaluation of credit risk with contagion. J. Comput. Appl. Math. 403: 113848 (2022) - 2021
- [j6]Donatien Hainaut, Nikolai Leonenko:
Option pricing in illiquid markets: A fractional jump-diffusion approach. J. Comput. Appl. Math. 381: 112995 (2021)
2010 – 2019
- 2018
- [j5]Donatien Hainaut, Yang Shen
, Yan Zeng:
How do capital structure and economic regime affect fair prices of bank's equity and liabilities? Ann. Oper. Res. 262(2): 519-545 (2018) - 2017
- [j4]Donatien Hainaut:
Clustered Lévy processes and their financial applications. J. Comput. Appl. Math. 319: 117-140 (2017) - 2014
- [j3]Donatien Hainaut:
Impulse control of pension fund contributions, in a regime switching economy. Eur. J. Oper. Res. 239(3): 810-819 (2014) - [j2]Donatien Hainaut, Griselda Deelstra:
Default probabilities of a holding company, with complete and partial information. J. Comput. Appl. Math. 271: 380-400 (2014)
2000 – 2009
- 2009
- [j1]Donatien Hainaut:
Dynamic asset allocation under VaR constraint with stochastic interest rates. Ann. Oper. Res. 172(1): 97-117 (2009)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-11 00:12 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
