Korteweg-de Vries Institute for Mathematics

Mr M. (Misha) van Beek MSc


  • Faculty of Science
    Korteweg-de Vries Instituut
  • Visiting address
    Science Park 107
    Science Park 107  Room number: C3.136
  • Postal address:
    Postbus  94248
    1090 GE  Amsterdam
  • M.vanBeek2@uva.nl
    T: 0205258207

2014

  • van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2014). Markov switching affine processes and applications to pricing. In M. Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, W. Schoutens, S. Vanduffel, & D. Vyncke (Eds.), Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014 (pp. 97-102). Brussel, België: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. [details] 
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