Publication
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January 2009
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Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions Article
Numerische Mathematik, 27-62.January 2009 -
Adaptive integration for multi-factor portfolio credit loss models Article
Journal of Computational and Applied Mathematics, 506-516.January 2009 -
Maximum permissive coordinated distributed supervisory control of nondeterministic discrete-event systems Tech Report
January 2009
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January 2009
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January 2009
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A Leakage-Resilient Mode of Operation In Proceedings
January 2009 -
What is the Spatial Extent of an Object? In Proceedings
January 2009