Research Explorer

Your browser does not support JavaScript or JavaScript is not enabled. Without JavaScript some functions of this webapplication may be disabled or cause error messages. To enable JavaScript, please consult the manual of your browser or contact your system administrator.

Project

Numerical Analysis and Simulation of swing options under exponential Lévy processes

Outputs and Outcomes

Doctoral researcher

Mustapha Regragui

Department of Mathematics, Computer Science and Statistics

Administrative supervisor

Michèle Vanmaele

Department of Mathematics, Computer Science and Statistics

External PhD supervisor

Fred Espen Benth

Karel in 't Hout