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- 2012
-
Mark
A Monte Carlo EM algorithm for discretely observed Diffusions, Jump-diffusions and Lévy-driven Stochastic Differential Equations
2012) In International Journal of Mathematical Models and Methods in Applied Sciences 6(5). p.643-651(
- Contribution to journal › Article
- 2004
-
Mark
Russian and American options under exponential phase-type Lévy models
(
- Contribution to journal › Article
- 2001
-
Mark
Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes
2001)(
- Thesis › Doctoral thesis (compilation)