Publication
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January 2010 -
Accuracy measures and Fourier analysis for the full multigrid algorithm Article
SIAM Journal on Scientific Computing, 32(5), 3108-3129.January 2010 -
Analytic approximation to constant maturity swap convexity correction in a multi-factor SABR model Article
International Journal of Theoretical and Applied Finance, 13(7), 1019-1046.January 2010 -
Symbolic synthesis of Mealy machines from arithmetic bitstream functions Article
Scientific Annals of Computer Science, 97-130.January 2010
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January 2010
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January 2010
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A tropical proof of the Brill-Noether Theorem Tech Report
January 2010
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January 2010