Dirk Veestraeten

Dr. Dirk Veestraeten is a Visiting Professor at the University of Amsterdam's Faculty of Economics and Business, specifically within the Macro & International Economics section. His research focuses on advanced mathematical techniques applied to economic and financial contexts, including stochastic processes, Laplace transforms, and option pricing models. He has contributed significantly to understanding first passage time problems in diffusions and special function applications in finance.

His work frequently bridges pure mathematics and applied economics, with notable publications on parabolic cylinder functions, Marcum Q function properties, and Ornstein-Uhlenbeck processes. Recent research explores currency option pricing under target zones and multiplicity in CEV models.

Dr. Veestraeten maintains active engagement with theoretical developments in financial mathematics and econometric modeling, producing foundational contributions to special function analysis and integral transforms.