All Stories

  1. Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications

    Article • Journal of Applied Probability, December 2015, Cambridge University Press

    Dr Martijn Pistorius

  2. American Option Valuation under Continuous-Time Markov Chains

    Article • Advances in Applied Probability, June 2015, Cambridge University Press

    Dr Bjorn Eriksson, Dr Martijn Pistorius