Alex Szimayer

Available identifiers

zbMath Open szimayer.alexMaRDI QIDQ948940

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Alex Szimayer