8

A computational analysis of the tournament equilibrium set

Year:
2010
Language:
english
File:
PDF, 277 KB
english, 2010
10

On the primal-dual algorithm for callable Bermudan options

Year:
2013
Language:
english
File:
PDF, 389 KB
english, 2013
11

Chebyshev interpolation for parametric option pricing

Year:
2018
Language:
english
File:
PDF, 962 KB
english, 2018