Dr Kees Van Schaik

Senior Lecturer in Actuarial Science

Affiliations:

Probability, Department of Mathematics

Links:

Personal webpage

Full contact details

ORCID: 0000-0002-9780-5889

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Related information

A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes

Research output: Contribution to journal › Article

Applying the Wiener-Hopf Monte Carlo simulation technique for Lévy processes to path functionals

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Predicting the time at which a Lévy process attains its ultimate supremum

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MANCHESTER EVENING NEWS: The odds against Man City's tough cup draws are absolutely ridiculous

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Optimal exposure strategies in insurance

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OPTION PRICING UNDER EXPONENTIAL JUMP DIFFUSION PROCESSES

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