Ren Asmussen

Fitting Phase-type Distributions via the EM Algorithm

Ren Asmussen, O. Nerman, M. Olsson, 1996 .

Large deviations and fast simulationin the presence of boundariesS

Ren Asmussen, 2000 .

Rare events simulation for heavy { tailed distributionsS

Ren Asmussen, 1998 .

Russian and American put optionsunder exponential phase

Ren Asmussen, ren Asmussen, Florin, 2002 .