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DateTitle Authors
1998 Finite Element Modelling of Exotic OptionsTopper, Jürgen
2014 Intraday Anomalies and Market Efficiency: A Trading Robot AnalysisCaporale, Guglielmo Maria / Gil-Alana, Luis A. / Plastun, Alex / Makarenko, Inna
2014 Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methodsLudwig, Alexander / Schön, Matthias
2001 A new approach to the derivation of asset price boundsLongarela, Iñaki R.
2001 A method to generate multivariate data with moments arbitrary close to the desired momentsLyhagen, Johan
2010 Adaptive hybrid Metropolis-Hastings samplers for DSGE modelsStrid, Ingvar / Giordani, Paolo / Kohn, Robert
2000 Gain, loss, and asset pricing: It is much easier ; a noteLongarela, Iñaki R.
2015 Tail Distribution of the Maximum of Correlated Gaussian Random VariablesBotev, Zdravko / Mandjes, Michel / Ridder, Ad
2008 Generalized quadratic revenue functionsChambers, Robert G. / Färe, Rolf / Grosskopf, Shawna
2013 Sequential Monte Carlo for Counting Vertex Covers in General GraphsVaisman, Radislav / Botev, Zdravko / Ridder, Ad

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