Alex Szimayer

Available identifiers

Publication	Date of Publication	Type
Ornstein–Uhlenbeck Processes and Extensions	2009-11-27	Paper
GARCH modelling in continuous time for irregularly spaced time series data	2009-03-02	Paper
An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications	2008-10-16	Paper
Finite approximation schemes for Lévy processes, and their application to optimal stopping problems	2007-09-26	Paper
A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS	2007-02-22	Paper
Valuation of American options in the presence of event risk	2005-05-20	Paper

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