Publication
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Presentation Evaluation Committee MAC Presentation
January 2011
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Presentation Evaluation Committee MAC1 Presentation
January 2011
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Presentation Evaluation Committee MAC2 Presentation
January 2011
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Presentation Evaluation Committee MAC3 Presentation
January 2011
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Presentation Evaluation Committee MAC4 Presentation
January 2011
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Presentation Evaluation Committee PNA1 Presentation
January 2011
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Presentation Evaluation Committee PNA2 Presentation
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