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Publications
van Beek, M., Mandjes, M., Spreij, P. and Winands, E. (2020). Regime switching affine processes with applications to finance Finance and Stochastics, 24(2):309--333.
van Veelen, M. and Spreij, P. (2009). Evolution in games with a continuous action space Economic Theory, 39(3):355--376.
Lucas, A., Klaassens, P., Spreij, P. and Straetmans, S. (2002). Erratum: An analytic approach to credit risk of large corporate bond and loan portfolios (Journal of Banking and Finance 25, 9 (1635-1664) PII: S0378-4266(00)00147-3) Journal of Banking and Finance, 26(1):201--202.