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- 2018
-
Mark
Finite Element Based Monte Carlo Simulation of Options on Lévy Driven Assets
(
- Contribution to journal › Article
- 2017
-
Mark
Calibrating a market model with stochastic volatility to commodity and interest rate risk
(
- Contribution to journal › Article
- 2016
-
Mark
Essays in Quantitative Finance
2016)(
- Thesis › Doctoral thesis (compilation)
- 2006
-
Mark
Derivative Prices for Models using Levy Processes and Markov Switching
2006)(
- Thesis › Doctoral thesis (monograph)