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Person

Dr. P.J.C. Spreij

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Expertise	Mathematics
Expertise (NL)	Wiskunde
Digital Author ID	info:eu-repo/dai/nl/073109479

Active as

Associate professor
Organisation	Korteweg-de Vries Institute for Mathematics (UvA)
Chair (EN)	Mathematics
Chair (NL)	Wiskunde
Phone	+31-20-5256070
Email	p. j. c. spreij -at- uva. nl

Publications

Affine Markov processes on a general state space
An affine two-factor heteroskedastic macro-finance term structure model
Sample-Path Large Deviations in Credit Risk
Estimation of a multivariate stochastic volatility density by kernel deconvolution
Deconvolution for an atomic distribution: rates of convergence

All publications..

Enhanced publications

Doctoral Thesis: Nonparametric inference for partially observed Levy processes

Completed research projects

(the most recent research is at the top)
Project leader	Nonparametric Inference for Partially Observed Lévy Processes
Researcher	Stochastic Dynamics and Discrete Probability

Classification

D11600	Probability theory, statistics
D43000	Economics

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