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2005
Mark Performance analysis with truncated heavy-tailed distributions
Asmussen, S and Pihlsgård, Mats ^LU (2005) In Methodology and Computing in Applied Probability 7(4). p.439-457
- Contribution to journal › Article
2004
Mark Transient properties of many-server queues and related QBDs
Asmussen, S and Pihlsgård, Mats ^LU (2004) In Queueing Systems 46(3-4). p.249-270
- Contribution to journal › Article
Mark Pricing of some exotic options with NIG-Levy input
Rasmus, Sebastian ^LU ; Asmussen, S and Wiktorsson, Magnus ^LU (2004) 4th International Conference 3039. p.795-802
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding