Browsing byAuthorBruti-Liberati, N
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) |
| 2010-01-01 | Real-world jump-diffusion term structure models | Bruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E |
| 2009-03-01 | Alternative defaultable term structure models | Bruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E; Schlögl, E |
| 2008-11-27 | Strong predictor-corrector euler methods for stochastic differential equations | Bruti-Liberati, N; Platen, E |
| 2007-08-15 | Strong approximations of stochastic differential equations with jumps | Bruti-Liberati, N; Platen, E |
| 2007-05-01 | Approximation of jump diffusions in finance and economics | Bruti-Liberati, N; Platen, E |
| 2007 | Numerical solution of stochastic differential equations with jumps in finance | Bruti-Liberati, N |
| 2006-10-01 | First order strong approximations of jump diffusions | Bruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E |
