Alex Szimayer
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Ornstein–Uhlenbeck Processes and Extensions Handbook of Financial Time Series | 2009-11-27 | Paper |
| GARCH modelling in continuous time for irregularly spaced time series data Bernoulli | 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 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-10-16 | Paper |
| Finite approximation schemes for Lévy processes, and their application to optimal stopping problems Stochastic Processes and their Applications | 2007-09-26 | Paper |
| A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS Mathematical Finance | 2007-02-22 | Paper |
| Valuation of American options in the presence of event risk Finance and Stochastics | 2005-05-20 | Paper |
Research outcomes over time
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