Publication
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Fast valuation and calibration of credit default swaps under Lévy dynamics Article
Journal of Computational Finance, 14(2), 1-30.January 2010 -
January 2010
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Bias field reduction by localized Lloyd-Max quantization Article
Magnetic Resonance ImagingJanuary 2010 -
January 2010
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The Hasse-Witt invariant in some towers of function fields over finite fields Article
Bulletin of the Brazilian Mathematical Society, 41(4), 567-582.January 2010 -
A new formulation of Kapila’s five-equation model for compressible two-fluid flow, and its numerical treatment Article
Journal of Computational Physics, 6220-6242.January 2010
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Analysis of Fourth-Order Accurate Symmetry-Preserving Boundary Conditions for the Incompressible Navier-Stokes Equations In Proceedings
January 2010
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Prototyping a tool environment for run-time assertion checking in JML with Communication Histories In Proceedings
January 2010