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tu-shirota documents
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Singular Perturbations in Option Pricing
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m Ultin Am e an d m Ultisc Ale de Fault m o de Lin g
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Introduction to Financial Mathematics
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3rd Day Lecture AIMS 2012 4x Printing
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Stochastic Volatility E®ects on Defaultable Bonds
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Correction to Black-Scholes American Option Prices
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A FAST MEAN-REVERTING CORRECTION TO HESTON’S STOCHASTIC VOLATILITY MODEL
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Spectral Decomposition of Option Prices in Fast Mean-reverting Stochastic Volatility Models
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Interacting Particle Systems for the Computation of Rare Credit Portfolio Losses
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Small-time Asymptotics for Fast Mean-reverting Stochastic Volatility Models
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Variance Reduction for Monte Carlo Simulation in a Stochastic Volatility Environment
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Modeling Correlated Defaults First Passage Model Under Stochastic Volatility
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Stochastic Volatility and Correction to the Heat Equation
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A Martingale Control Variate Method for Option Pricing With Stochastic Volatility
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Stochastic Volatility and Epsilon-Martingale Decomposition
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Asymptotics of a Two-Scale Sto Chastic Volatility Mo Del
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A Guide to Solving Simple Ordinary Differential Equations
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Option Pricing Under Hybrid Stochastic and Local Volatility
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Variance Reduction for MCQMC Methods to Evaluate Option Prices
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SDELab a Package for Solving Stochastic Differential Equations in MATLAB
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An Introduction to Computational Finance
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