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- 2019
-
Mark
BENCHOP–SLV : the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems
(2019) In International Journal of Computer Mathematics
- Contribution to journal › Article
- 2013
-
Mark
On a theorem of Livsic
- Contribution to journal › Article
- 2007
-
Mark
Approximating a sum of random variables with a lognormal
- Contribution to journal › Article
