Research output per year
Research output per year
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Dive into the research topics where Kees Van Schaik is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
- 8 Article
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Applying the Wiener-Hopf Monte Carlo simulation technique for Lévy processes to path functionals
Van Schaik, K., Ferreiro-Castilla, A. & van Schaik, K., Mar 2015, In: Journal of Applied Probability. 52, 1, p. 129-148 19 p.Research output: Contribution to journal › Article › peer-review
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A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes
Van Schaik, K., Kleinert, F. & van Schaik, K., Aug 2015, In: Stochastic Processes and their Applications. 125, 8, p. 3234-3254 20 p.Research output: Contribution to journal › Article › peer-review
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Predicting the time at which a Lévy process attains its ultimate supremum
Baurdoux, E. & Van Schaik, K., Dec 2014, In: Acta Applicandae Mathematicae. 134, 1, p. 21-44 23 p.Research output: Contribution to journal › Article › peer-review
File42 Downloads (Pure) -
On the density of exponential functionals of Lévy processes
Pardo, J. C., Rivero, V. & Van Schaik, K., 2013, In: Bernoulli. 19, 5 A, p. 1938-1964 26 p.Research output: Contribution to journal › Article › peer-review
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Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
Griffin, P. S., Maller, R. A. & Schaik, K. V., Sep 2012, In: Insurance: Mathematics and Economics. 51, 2, p. 382-392 10 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile36 Downloads (Pure)
Press/Media
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MANCHESTER EVENING NEWS: The odds against Man City's tough cup draws are absolutely ridiculous
27/02/17
1 item of Media coverage
Press/Media: Expert comment