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    Number of items: 6.

    Article

    Brummelhuis, Raymond and Chan , R.T.L. (2014) An RBF scheme for option pricing in exponential Levy models. Applied Mathematical Finance 21 (3), pp. 238-269. ISSN 1466-4313.

    Baxter, Brad J.C. and Brummelhuis, Raymond (2011) Functionals of exponential Brownian motion and divided differences. Journal of Computational and Applied Mathematics 236 (4), pp. 424-433. ISSN 0377-0427.

    Beau, M. and Benguria, R. and Brummelhuis, Raymond and Duclos, P. (2010) H2 Molecule in Strong Magnetic Fields. Journal of Physics A: Mathematical and Theoretical 43 (47), pp. 474005-474021. ISSN 1751-8113.

    Brummelhuis, Raymond and Briet, P. and Duclos, P. (2009) Adiabatic spectrum for relativistic hydrogen in a strong homogeneous magnetic field. Few-Body Systems 45 (2-4), pp. 179-182. ISSN 0177-7963.

    Brummelhuis, Raymond (2008) Serial dependence in ARCH-models as measured by tail dependence coefficients. Extremes 11 (2), pp. 167-201. ISSN 1386-1999.

    Book Section

    Brummelhuis, Raymond (2010) Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for GARCH(1,1). In: Dalang, R. and Dozzi, M. and Russo, F. (eds.) Seminar on Stochastic Analysis, Random Fields and Applications VI. Progress in Probability 63. Berlin, Germany: Springer, pp. 327-339. ISBN 9783034800204.

    This list was generated on Fri Nov 24 03:54:07 2017 GMT.