Albert Ferreiro-Castilla

According to our database, Albert Ferreiro-Castilla authored at least 3 papers between 2012 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2016

An Euler-Poisson scheme for Lévy driven stochastic differential equations.

Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl

J. Appl. Probab., 2016

2015

Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals.

Albert Ferreiro-Castilla, Kees van Schaik

J. Appl. Probab., 2015

2012

The beta-Meixner model.

Albert Ferreiro-Castilla, Wim Schoutens

J. Comput. Appl. Math., 2012