Publication
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January 2011
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January 2011
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The Galois closure of Drinfeld modular towers Article
Journal of Number Theory, 561-577.January 2011 -
The Researcher’s Guide to the Data Deluge: Querying a Scientific Database in Just a Few Seconds In Proceedings
January 2011
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On the Heston model with stochastic interest rates Article
SIAM Journal on Financial Mathematics, 255-286.January 2011
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A local Fourier analysis framework for finite-element discretizations of systems of PDEs Article
Numerical Linear Algebra with Applications, 751-774.January 2011
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EASY meta-programming with Rascal In Proceedings
January 2011
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A Fourier-based valuation method for Bermudan and barrier options under Heston's model Article
SIAM Journal on Financial Mathematics, 439-463.January 2011