Browsing byAuthorMiller, JJH
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
2012-01 | The evaluation of gas swing contracts with regime switching | Chiarella, C; Clewlow, L; Kang, B; Cummins, M; Murphy, F; Miller, JJH |
2012-01 | On weak predictor-corrector schemes for jump-diffusion processes in finance | Bruti Liberati, N; Platen, E; Cummins, M; Murphy, F; Miller, JJH |