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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.