The following pages link to Kees van Schaik (Q2255609):
Displaying 12 items.
- (Q657694) (redirect page) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- On the density of exponential functionals of Lévy processes (Q2435229) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- Perpetual convertible bonds with credit risk (Q3549304) (← links)
- Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
- Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals (Q5252241) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
