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The top documents of meko1986

Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications
Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications
65 views
Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform
Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform
218 views
Exercises Libor Market Model - ICL
Exercises Libor Market Model - ICL
218 views
Andersen - Efficient Simulation of the Heston Stochastic Volatility Model
Andersen - Efficient Simulation of the Heston Stochastic Volatility Model
218 views
Hull-White Model 2
Hull-White Model 2
218 views
Complete Market Models
Complete Market Models
213 views
Giles, Szpruch - Multi levelito MC
Giles, Szpruch - Multi levelito MC
214 views