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Simon Lysbjerg Hansen

Personal Details

First Name:Simon
Middle Name:Lysbjerg
Last Name:Hansen
Suffix:
RePEc Short-ID:pha780

Affiliation

Institut for Virksomhedsledelse og Økonomi
Syddansk Universitet

Odense, Denmark
http://www.sdu.dk/ivoe

: 65 50 32 33
65 50 32 37
Campusvej 55, 5230 Odense M
RePEc:edi:okioudk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Simon Lysbjerg Hansen, 2005. "A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Computing in Economics and Finance 2005 391, Society for Computational Economics.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2005-11-19
  2. NEP-FIN: Finance (1) 2005-11-19

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