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    An application of an entropy principle to short term interest rate modelling

    Published 2013
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    Transform analysis of affine jump diffusion processes with applications to asset pricing

    Published 2013
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    The Hurst parameter and option pricing with fractional Brownian motion

    Published 2013
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    Path-dependent volatility and the preservation of PDEs

    Published 2017
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    A finite element approach to pricing Barrier options

    Published 2017
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