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Article

Litterer, Christian, Cass, Thomas, Driver, Bruce K. et al. (1 more author) (2016) On the integration of weakly geometric rough paths. Journal of the Mathematical Society of Japan. pp. 1505-1524. ISSN 1881-1167

Litterer, Christian, Ren, Zhenjie and Henry-Labordère, Pierre (2016) A dual algorithm for stochastic control problems : Applications to Uncertain Volatility Models and CVA. SIAM Journal on Financial Mathematics. pp. 159-182. ISSN 1945-497X

This list was generated on Sun Oct 20 17:11:58 2019 BST.