The following pages link to Alex Szimayer (Q948940):
Displaying 6 items.
- An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications (Q948941) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Valuation of American options in the presence of event risk (Q1776028) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
- Ornstein–Uhlenbeck Processes and Extensions (Q3646964) (← links)
