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LSE Statistics - Erik Baurdoux Homepage ... Post: Department of Statistics London School of Economics Houghton Street
Optimal stopping problems appear in various forms in mathematical finance. For example, for pricing an American option on a stock one aims to determine the region of the stock ...
Further calculations for Israeli options, (with Andreas Kyprianou) Stoch. Stoch. Rep. 76 (2004) pp. 549-569. Examples of optimal stopping via measure transformation for processes ...
Dr. Erik Baurdoux, B604 ... MSc Statistics, MSc Social Research Methods and MSc Operational Research.
Professor R Norberg, COL. B601 and Dr. Erik Baurdoux, COL. B604 ... This course is an option on MSc Risk and Stochastics and is available for ...
LSE Statistics - Erik Baurdoux Homepage ... Post: Department of Statistics London School of Economics Houghton Street
Optimal stopping problems appear in various forms in mathematical finance. For example, for pricing an American option on a stock one aims to determine the region of the ...
Further calculations for Israeli options, (with Andreas Kyprianou) Stoch. Stoch. Rep. 76 (2004) pp. 549-569. Examples of optimal stopping via measure transformation for ...
LSE Statistics - Erik Baurdoux Homepage. ... [Last modified: Jan 10th 2011 by Erik Baurdoux] © London School of Economics and Political Science 2007.
Erik Baurdoux. Lecturer at London School of Economics. Location: London, United Kingdom; Industry: Research. Current. Lecturer at London School of Economics ...
Erik Baurdoux is on Facebook. Join Facebook to connect with Erik Baurdoux and others you may know. Facebook gives people the power to share and makes the ...
Dissertation: Fluctuation Theory and Stochastic Games for Spectrally Negative Levy Processes. Mathematics Subject Classification: 60—Probability theory and ...
15 Sep 2010 ... For one participant, Erik Baurdoux, who is the face of the new Time to ... Erik Baurdoux, 30, London: I don't think a mental health problem ...
Erik Baurdoux (ejbaurdo) is on Twitter. Sign up for Twitter to follow Erik Baurdoux (ejbaurdo) and get their latest updates.
12 Jan 2010 ... Photography by Erik Baurdoux, September 21, 2008. Who said the following: “As long as I have anything to do with the government of London ...
(with Erik Baurdoux). Electronic Journal of Probability. ... (with Erik Baurdoux ). Theory of Probability and Its Applications (Teoriya Veroyatnostei i ee ...
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Utrecht University (Research industry): PhD student, (September 2003-September 2007)
University of Bath (Research industry): Visiting...