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2014
Mark Stochasticity in Biophysical Systems: Searching, Aging, and Spreading
Sanders, Lloyd ^LU (2014)
- Thesis › Doctoral thesis (compilation)
2004
Mark Russian and American options under exponential phase-type Lévy models
Asmussen, Sören ^LU ; Avram, Florin and Pistorius, Martijn R. (2004) In Stochastic Processes and their Applications p.79-111
- Contribution to journal › Article
1998
Mark Ruin probabilities and first passage times for self-similar processes.
Michna, Zbigniew ^LU (1998)
- Thesis › Doctoral thesis (compilation)
Mark A probabilistic look at the Wiener-Hopf equation
Asmussen, Sören ^LU (1998) In SIAM Review 40(2). p.189-201
- Contribution to journal › Article