Items by Van Schaik, Kees
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Number of items: 2.
Kuzntsov, A., Kyprianou, A. E., Pardo, J.-C. and Van Schaik, K., 2011. A Wiener-Hopf Monte Carlo simulation technique for Lévy process. Annals of Applied Probability, 21 (6), pp. 2171-2190.
Baurdoux, E. J. and Van Schaik, K., 2011. Further calculations for the McKean stochastic game for a spectrally negative Levy process: from a point to an interval. Journal of Applied Probability, 48 (1), pp. 200-216.
