Publication
-
January 1997
-
Problems in degenerate diffusion Dissertation
January 1997 -
Acceleration of Iterative Methods by Coarse Grid Corrections Dissertation
Scientific ComputingJanuary 1997
-
Presentation and exploration of flow data Dissertation
January 1997 -
Modular Design of Secure yet Practical Cryptographic Protocols Dissertation
Quantum Computing and Advanced System ResearchJanuary 1997
-
February 1997 -
Derivative asset analysis in models with level-dependent and stochastic volatility Article
CWI Quarterly, 10(1), 1-34.March 1997
-
Option pricing, arbitrage and martingales Article
CWI Quarterly, 10(1), 35-53.March 1997