The inverse problem of positive autoconvolution von Finesso, Lorenzo, Spreij, Peter

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Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation von Finesso, Lorenzo, Spreij, Peter

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An optimization approach to adaptive multi-dimensional capital management von Delsing, G.A., Mandjes, M.R.H., Spreij, P.J.C., Winands, E.M.M.

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Approximation of nonnegative systems by moving averages of fixed order von Finesso, Lorenzo, Spreij, Peter

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On capital allocation for a risk measure derived from ruin theory von Delsing, G.A., Mandjes, M.R.H., Spreij, P.J.C., Winands, E.M.M.

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The journey is just as important as the destination-Digital neuropsychological assessment provides performance stability measures in patients with acquired brain injury von Spreij, Lauriane A, Gosselt, Isabel K, Visser-Meily, Johanna M A, Hoogerbrugge, Alex J, Kootstra, Timo M, Nijboer, Tanja C W

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Proxying credit curves via Wasserstein distances von Michielon, Matteo, Khedher, Asma, Spreij, Peter

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Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations von Belomestny, Denis, Gugushvili, Shota, Schauer, Moritz, Spreij, Peter

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DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS von Spreij, Peter, Storm, Jaap

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Weak solutions to gamma-driven stochastic differential equations von Belomestny, Denis, Gugushvili, Shota, Schauer, Moritz, Spreij, Peter

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Nonparametric Bayesian volatility learning under microstructure noise von Gugushvili, Shota, van der Meulen, Frank, Schauer, Moritz, Spreij, Peter

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Approximation of Nonnegative Systems by Finite Impulse Response Convolutions von Finesso, Lorenzo, Spreij, Peter

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Neural network empowered liquidity pricing in a two-price economy under conic finance settings von Michielon, Matteo, Franquinho, Diogo, Gentile, Alessandro, Khedher, Asma, Spreij, Peter

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Large deviations for Markov-modulated diffusion processes with rapid switching von Huang, Gang, Mandjes, Michel, Spreij, Peter

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Polynomial approximation of discounted moments von Zhao, Chenyu, van Beek, Misha, Spreij, Peter, Ba, Makhtar

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Validating Rating Scales for Executive Functioning across Education Levels and Informants von Spreij, Lucie C., Van Tuijl, Cathy, Leseman, Paul P. M.

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Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment von Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., Winands, E. M. M.

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Promoting trade, protecting health von Spreij, Melvin

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Simulated driving: The added value of dynamic testing in the assessment of visuo‐spatial neglect after stroke von Spreij, Lauriane A., Ten Brink, Antonia F., Visser‐Meily, Johanna M. A., Nijboer, Tanja C. W.

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FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS von MICHIELON, MATTEO, KHEDHER, ASMA, SPREIJ, PETER

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