Search research publications and outputs

  1. 2011
  2. Parallel Binomial Valuation of American Options with Proportional Transaction Costs

    Roux, A., Zastawniak, T. & Zhang, N., 2011, Advanced Parallel Processing Technologies: 9th International Symposium, APPT 2011, Shanghai, China, September 26-27, 2011. Proceedings. Temam, O., Yew, P-C. & Zang, B. (eds.). Springer-verlag, Vol. 6965/2011. p. 88-97 10 p. (Lecture Notes in Computer Science; vol. 6965, no. 2011).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  3. Path description of type B q-characters

    Young, C. & Mukhin, E., 2011, (In preparation) 32 p.

    Research output: Working paper

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