Michel Vellekoop

Identifiers

• name variant Michel Vellekoop 0.60 · backfill

Papers (4)

1. Minimum reversion in multivariate time series stat.AP · 2018 · author #2
2. Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences q-fin.PR · 2018 · author #2
3. Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends q-fin.CP · 2009 · author #2
4. Symmetries in jump-diffusion models with applications in option pricing and credit risk cond-mat · 2001 · author #3

Mentions

• 0911.5117 #2 · backfill · confidence 0.70 Michel Vellekoop

Frequent Coauthors

• Benjamin Jourdain (CERMICS) 1 shared papers
• Dimitri Neumann 1 shared papers
• Jiri Hoogland 1 shared papers
• Marcellino Gaudenzi 1 shared papers
• Torsten Kleinow 1 shared papers