Publication
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January 2010
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January 2010
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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 -
Patterns of Sources and Sinks in the Complex Ginzburg-Landau Equation with Zero Linear Dispersion Article
SIAM Journal on Applied Dynamical Systems, 883-918.January 2010 -
January 2010
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Quasi-stationary analysis for queues with temporary overload In Proceedings
January 2010 -
Heteroclinic travelling waves in convex FPU-type chains Article
SIAM Journal on Mathematical Analysis, 1483-1504.January 2010 -
Normalized Web Distance and Word Similarity Book Chapter
January 2010