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Results: 4
Number of items: 4
  • Open Access
    Zhao, C., van Beek, M., Spreij, P., & Ba, M. (2024). Polynomial approximation of discounted moments. Finance and Stochastics, 29(1), 63-95. https://doi.org/10.1007/s00780-024-00550-4
  • Open Access
    van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2020). Regime switching affine processes with applications to finance. Finance and Stochastics, 24(2), 309-333. https://doi.org/10.1007/s00780-020-00419-2
  • Open Access
    van Beek, M. (2020). Multidisciplinary essays on finance. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2014). Markov switching affine processes and applications to pricing. In M. Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, W. Schoutens, S. Vanduffel, & D. Vyncke (Eds.), Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014 (pp. 97-102). Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. http://www.afmathconf.ugent.be/FormerEditions/Proceedings2014.pdf
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