MaPhySto
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

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Funded by The Danish National Research Foundation

Søren Asmussen

You can contact Søren Asmussen by email on asmus@maths.lth.se, or visit his personal homepage.

Phone: (+46) 46 22 247 47.

Address: Department of Mathematical Statistics, Lund University, Box 118, S-221 00 Lund, Sweden .

Interests: stochastics, networks.

Publications: While affiliated to the Centre, Søren Asmussen has (co)-authored the following Centre publications (most recent first):

• Russian and American put options under exponential phase-type Lévy models (June 2002)
• Approximations of small jumps of Lévy processes with a view towards simulation (July 2000) [J. Appl. Prob. 38, 482-493 (2001)]
• Stochastic Simulation (March 1999)
• On the ruin problem for some adapted premium rules (January 1999)

If you (or your Institution) subscribes to MathSciNet you may look up publications printed in 1997 or later that has been reviewed in Math. Reviews, and that was authored by Asmussen, S.

You may also wish to see the BibTeX file for Søren Asmussen (covering appeared papers for the period 1997-2000).