Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 3
Number of items: 3
  • Gruntjes, P., & Mandjes, M. (2015). A correlated overflow model with a view towards applications in credit risk. International Journal of Operational Research, 24(2), 121-131. https://doi.org/10.1504/IJOR.2015.071490
  • den Iseger, P., Gruntjes, P., & Mandjes, M. (2013). A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Mathematical Methods of Operations Research, 78(1), 101-118. https://doi.org/10.1007/s00186-013-0434-9
  • Open Access
    Gruntjes, P. A. G. J. M. (2013). Essays on mathematical and computational finance: With a view towards applied probability. [Thesis, externally prepared, Universiteit van Amsterdam].
Page of