Masterthesis Gould
ct62005-2010
Calibration of Jump-Diffusion Option Pricing Models - A Robust Non-Parametric Approach
2002 Formulae and Tables
AdPr2006
Stochastic Processes Ross
ct42005-2011
Koc3(dba)
Insurance Risk and Ruin
Term Structure Driven by general Lévy processes Bonaventure Ho HKUST, Math Dept. Oct 6, 2005.
