4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Soeren Asmussen

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Asymptotic Behavior of Total Times For Jobs That Must Start Over If a Failure Occurs

Mathematics – Probability
Scientific paper

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Pricing Equity Default Swaps under an approximation to the CGMY Lé% vy Model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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