Stochastic Financial Models based on Matrix-Analytic Methods

Larsen, Nicolai Siim (PhD Student)
He, Qi-Ming (Examiner)
Hobolth, Asger (Examiner)
Stockmarr, Anders (Examiner)
Nielsen, Bo Friis (Main Supervisor)
Külahci, Murat (Supervisor)

1 Ph.D. thesis

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2022
New results on multivariate phase-type distributions
Larsen, N. S., 2022, Technical University of Denmark. 138 p.
Research output: Book/Report › Ph.D. thesis

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