Publications
Sense, nonsense and the S&P500
– Decisions in Economics and Finance
(2018)
41,
447
(doi: 10.1007/s10203-018-0230-3)
Investing and Stopping
– Journal of Applied Probability
(2018)
51,
898
(doi: 10.1239/jap/1421763316)
Combining different models
– Mathematics and Financial Economics
(2018)
12,
97
(doi: 10.1007/s11579-017-0198-8)
A Guided Tour through Excursions
– Bulletin of the London Mathematical Society
(2016)
21,
305
(doi: 10.1112/blms/21.4.305)
Smooth Transition Densities for One‐Dimensional Diffusions
– Bulletin of the London Mathematical Society
(2016)
17,
157
(doi: 10.1112/blms/17.2.157)
Wiener-Hopf Factorization of Diffusions and Lévy Processes
– Proceedings of the London Mathematical Society
(2016)
47,
177
(doi: 10.1112/plms/s3-47.1.177)
Fastest coupling of random walks
– Journal of the London Mathematical Society
(2016)
60,
630
(doi: 10.1112/S0024610799008017)
Characterising One‐Dimensional Diffusions using Stochastic Calculus
– Bulletin of the London Mathematical Society
(2016)
19,
183
(doi: 10.1112/blms/19.2.183)
The correlation of the maxima of correlated Brownian motions
– Journal of Applied Probability
(2016)
43,
880
(doi: 10.1239/jap/1158784954)
Computing the invariant law of a fluid model
– Journal of Applied Probability
(2016)
31,
885
(doi: 10.2307/3215314)
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