Research output per year
Research output per year
Senior lecturer, Docent
My main interest is the simulation and approximation of stochastic processes especially stochastic differential equations and Levy processes. These processes are important building block for models in mathematical finance which are another of my research interests. See the Mathematical finance research group.
Research output: Contribution to specialist publication or newspaper › Newspaper article
Research output: Contribution to journal › Article › peer-review
Research output: Chapter in Book/Report/Conference proceeding › Paper in conference proceeding › peer-review
Research output: Chapter in Book/Report/Conference proceeding › Paper in conference proceeding › peer-review
Research output: Contribution to journal › Article › peer-review