Wim Schoutens

Wim Schoutens (Leuven, Belgium) is professor at the KU Leuven (Catholic University of Leuven), Belgium. He has extensive practical experience of model implementation and is well known for his consulting work to the banking industry and other institutions. He served as expert witness for the General Court of the European Union, Luxembourg, has worked as expert for the IMF and for the European Commission. He has also received in 2012, the John von Neumann award guest professorship of the Technical University of Munich.

His work is published in leading peer reviewed journals, he is editor of a series of journals and he is author of several books on a variety of topics. He has contributed to and is advising for the important international academic and practitioners conferences. He is a regular lecturer to the financial industry.

Articles by Wim Schoutens

Original research

Modeling the bid and ask prices of options

The authors investigate and partially solve theoretical and empirical problems for the joint modelling of bid and ask prices.

29 Jun 2023

Original research

Gradient boosting for quantitative finance

In this paper, the authors discuss how tree-based machine learning techniques can be used in the context of derivatives pricing.

19 Mar 2021

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