Stochastic Simulation: Algorithms and Analysis

by Asmussen, Søren, Glynn, Peter W.
Published 2007

Lévy Matters V : Functionals of Lévy Processes

by Andersen, Lars Nørvang, Asmussen, Søren, Aurzada, Frank, Glynn, Peter W.
Published 2015

Risk and Insurance : A Graduate Text

by Asmussen, Søren, Steffensen, Mogens
Published 2020