Publication
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Fast pricing of hybrid derivative products Article
ERCIM News, 22-22.July 2009 -
Option pricing with COS method on Graphics Processing Units In Proceedings
July 2009
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A generalized flat extension theorem for moment matrices Article
Archiv der Mathematik = Archives of Mathematics, 93(1), 87-98.July 2009
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The Kurosawa-Desmedt Key Encapsulation is not Chosen-Ciphertext Secure Article
Information Processing Letters, 109(16), 897-901.July 2009 -
Improving banks' credit risk management Article
ERCIM News, 20-21.July 2009 -
Common Knowledge in Interaction Structures In Proceedings
July 2009
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Thief Belief (Extended Abstract) In Proceedings
July 2009
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A new semidefinite programming hierarchy for cycles in binary matroids and cuts in graphs Tech Report
July 2009