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2012
Mark A Monte Carlo EM algorithm for discretely observed Diffusions, Jump-diffusions and Lévy-driven Stochastic Differential Equations
Lindström, Erik ^LU (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
Asmussen, Sören ^LU ; Avram, Florin and Pistorius, Martijn R. (2004) In Stochastic Processes and their Applications p.79-111
- Contribution to journal › Article
2001
Mark Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes
Wiktorsson, Magnus ^LU (2001)
- Thesis › Doctoral thesis (compilation)