The following pages are dedicated to my research. I am working on option pricing models, transform methods, Levy processes, Markov chains, filtering issues, and more.

Below, you will find more information on my reserch papaers and publications.

In the downloads section you can access the documents in PDF format, and some computer code that has been used to produce the results. The code is for Matlab, FORTRAN77 or Mathematica. If you cannot find the program you are looking for, contact me, and I will try to upload it.