Details about Marc Decamps
Access statistics for papers by Marc Decamps.
Last updated 2009-04-13. Update your information in the RePEc Author Service.
Short-id: pde206
Jump to
Journal Articles
Working Papers
2002
- Transition probabilities for diffusion equations by means of path integrals
Working Papers, University of Antwerp, Faculty of Applied Economics
Journal Articles
2009
- Spectral decomposition of optimal asset-liability management
Journal of Economic Dynamics and Control, 2009, 33, (3), 710-724
2006
- SELF EXCITING THRESHOLD INTEREST RATES MODELS
International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (07), 1093-1122