Soeren Asmussen

Identifiers

• name variant Soeren Asmussen 0.60 · backfill

Papers (2)

1. Pricing Equity Default Swaps under an approximation to the CGMY L\'{e}% vy Model q-fin.PR · 2007 · author #1
2. Asymptotic Behavior of Total Times For Jobs That Must Start Over If a Failure Occurs math.PR · 2007 · author #1

Mentions

• 0711.2807 #1 · backfill · confidence 0.70 Soeren Asmussen
• 0706.0403 #1 · backfill · confidence 0.70 Soeren Asmussen

Frequent Coauthors

• Dilip Madan 1 shared papers
• Lester Lipsky 1 shared papers
• Martijn Pistorius 1 shared papers
• Pierre Fiorini 1 shared papers
• Robert Sheahan 1 shared papers
• Tomasz Rolski 1 shared papers