The Mathematical Institute, University of Oxford, Eprints Archive

Browse by Author

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Creators | Item Type | No Grouping
Number of items: 2.

Conference or Workshop Item

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

Technical Report

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)

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