4. Mathematics
  5. Probability

Sören Christensen

Mathematics – Probability

Scientist

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Scientist

University of Aarhus, Nordre Ringgade 1, Aarhus, DK-8000 Denmark

A method for pricing American options using semi-infinite linear programming

Economy – Quantitative Finance – Computational Finance
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Generalized Fibonacci Numbers and Blackwell's Renewal Theorem

Mathematics – Probability
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MathTensor: a System for the Manipulation of Tensors by Computer: AN Overview

Physics
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MathTensor: a System for the Manipulation of Tensors by Computer: Examples of Applications

Physics
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New Programming Environments for Uncertainty Analysis

Statistics – Applications
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Profile ID: LFWR-SCP-P-132171

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