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Implementing derivatives models

, and . Wiley series in financial engineering Wiley, Chichester u.a., (1998)

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A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models., , and . Eur. J. Oper. Res., 161 (2): 325-336 (2005)Implementing derivatives models, and . Wiley series in financial engineering Wiley, Chichester u.a., Reprinted March 2002 edition, (2002)Optimal delta-hedging under transactions costs, and . Journal of Economic Dynamics and Control, 21 (8-9): 1353--1376 (Jun 29, 1997)Implementing derivatives models, and . Wiley series in financial engineering Wiley, Chichester u.a., (1998)