73

Local Perturbations Do Not Affect Stability of Laboratory Fruitfly Metapopulations

Year:
2007
Language:
english
File:
PDF, 215 KB
english, 2007
77

Smooth Simultaneous Calibration of the LMM to Caplets and Coterminal Swaptions

Year:
2008
Language:
english
File:
PDF, 225 KB
english, 2008
78

Achieving Smooth Asymptotics for the Prices of European Options in Binomial Trees

Year:
2006
Language:
english
File:
PDF, 220 KB
english, 2006
79

Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model

Year:
2010
Language:
english
File:
PDF, 1.05 MB
english, 2010
82

First and Second Order Greeks in the Heston Model

Year:
2010
Language:
english
File:
PDF, 451 KB
english, 2010
95

Fast delta computations in the swap-rate market model

Year:
2011
Language:
english
File:
PDF, 263 KB
english, 2011