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- 2014
-
Mark
Option pricing for stochastic volatility models : Vol-of-Vol expansion
(
- Contribution to journal › Article
- 2012
-
Mark
General approximation schemes for option prices in stochastic volatility models
(
- Contribution to journal › Article
- 2011
-
Mark
Risk Contagion among International Stock Markets
(
- Contribution to journal › Article
- 2009
-
Mark
Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets
(
- Thesis › Doctoral thesis (compilation)
-
Mark
Analytical Approximation of Contingent Claims
(
- Thesis › Doctoral thesis (compilation)