8

Monte Carlo Bounds for Game Options Including Convertible Bonds

Year:
2011
Language:
english
File:
PDF, 244 KB
english, 2011
12

ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES

Year:
2010
Language:
english
File:
PDF, 157 KB
english, 2010
13

Flaming logs

Year:
2009
Language:
english
File:
PDF, 472 KB
english, 2009
14

On the analytical/numerical pricing of American put options against binomial tree prices

Year:
2012
Language:
english
File:
PDF, 192 KB
english, 2012
23

Achieving smooth asymptotics for the prices of European options in binomial trees

Year:
2009
Language:
english
File:
PDF, 143 KB
english, 2009
24

Truncation and acceleration of the Tian tree for the pricing of American put options

Year:
2012
Language:
english
File:
PDF, 263 KB
english, 2012
33

The Wave Group on Asymptotically Hyperbolic Manifolds

Year:
2001
Language:
english
File:
PDF, 202 KB
english, 2001
34

Inverse scattering on asymptotically hyperbolic manifolds

Year:
2000
Language:
english
File:
PDF, 1.95 MB
english, 2000
35

Recovering asymptotics of metrics from fixed energy scattering data

Year:
1999
Language:
english
File:
PDF, 120 KB
english, 1999
45

New and robust drift approximations for the LIBOR market model

Year:
2008
Language:
english
File:
PDF, 224 KB
english, 2008
47

Harmonic coordinates for character articulation

Year:
2007
Language:
english
File:
PDF, 8.76 MB
english, 2007