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Number of items: 2.

Reisinger, Christoph and Giles, Michael (2011) Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance. Working Paper. N/A. (Submitted)

Schmitz Abe, Klaus and Giles, Michael (2006) Pricing exotic options using strong convergence properties? In: ECMI 2006.

This list was generated on Fri Mar 1 13:15:23 2013 GMT.
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