Department of Mathematics

• Published

  Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Published

  Moments and polynomial expansions in discrete matrix-analytic models

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Published

  On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

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• Specialevejleder

  Activity: Other activity types › Other

• Advances in Applied Probbility (Journal)

  Activity: Publication peer-review and editorial work types › Editor of Research journal › Research

• Applied Probability (Journal)

  Activity: Publication peer-review and editorial work types › Editor of Research journal › Research

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• 2008 INFORMS Simulation Society Outstanding Publication Award

  Prize: Prizes, scholarships, distinctions

• Conferral of honorary degree as Doctor of Science

  Prize: Prizes, scholarships, distinctions

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