J. A. M. van der Weide

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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!

PublicationDate of PublicationType
Algorithmic counterparty credit exposure for multi-asset Bermudan options
International Journal of Theoretical and Applied Finance
2015-04-15Paper
P(I)DE approach for Indonesian options pricing2011-05-18Paper
Double-sided Parisian option pricing
Finance and Stochastics
2010-04-22Paper
Integrated renewal process2008-07-11Paper
RENEWAL THEORY WITH EXPONENTIAL AND HYPERBOLIC DISCOUNTING
Probability in the Engineering and Informational Sciences
2008-03-13Paper
A method for computing total downtime distributions in repairable systems
Journal of Applied Probability
2004-05-18Paper
scientific article; zbMATH DE number 560959 (Why is no real title available?)1994-05-03Paper


Research outcomes over time


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