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PAMM: Proceedings in Applied Mathematics and Mechanics

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ISSN: 1617-7061

Published by Wiley

Riemann problems in FPU chains Article

PAMM: Proceedings in Applied Mathematics and Mechanics, 7(1), 1042801-1042802.

J.D.M. Rademacher (Jens) and M. Herrmann

December 2007
The CONV method for pricing options In Proceedings

R. Lord, F. Fang, F. Bervoets and C.W. Oosterlee (Kees)

January 2008
Computation of risk contribution in the Vasicek portfolio credit loss model In Proceedings

X. Huang and C.W. Oosterlee (Kees)

January 2008

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