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- CSB - MetaPress - Google - Bing - Yahoo
 | 2011 | |
|---|---|---|
| 4 |      | Sebastian Jaimungal, Vladimir Surkov: Lévy-Based Cross-Commodity Models and Derivative Valuation. SIAM J. Financial Math. 2(1): 464-487 (2011) |
| 3 | | Jean-Pierre Fouque, Sebastian Jaimungal, Matthew J. Lorig: Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models. SIAM J. Financial Math. 2(1): 665-691 (2011) |
| 2009 | ||
| 2 | | Sebastian Jaimungal, Eddie K. H. Ng: Kernel-Based Copula Processes. ECML/PKDD (1) 2009: 628-643 |
| 2007 | ||
| 1 | | Kenneth R. Jackson, Sebastian Jaimungal, Vladimir Surkov: Option Valuation using Fourier Space Time Stepping CoRR abs/cs/0703068: (2007) |
| 1 | Jean-Pierre Fouque | [3] |
| 2 | Kenneth R. Jackson | [1] |
| 3 | Matthew J. Lorig | [3] |
| 4 | Eddie K. H. Ng | [2] |
| 5 | Vladimir Surkov | [1] [4] |
Colors in the list of coauthors
Last update Fri Jun 1 15:44:53 2012 CET by the DBLP Team —
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