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Serial and parallel Krylov methods for implicit finite difference schemes arising in multivariate option pricing
Gilli, Manfred
;
Ke͏̈llezi, Evis
;
Pauletto, Giorgio
-
2001
Persistent link: https://www.econbiz.de/10001592002
Saved in:
2
Extreme value theory for tail-related risk measures
Gilli, Manfred
;
Ke͏̈llezi, Evis
-
2000
Persistent link: https://www.econbiz.de/10001599884
Saved in:
3
A heuristic approach to portfolio optimization
Gilli, Manfred
;
Ke͏̈llezi, Evis
-
2000
Persistent link: https://www.econbiz.de/10001599885
Saved in:
4
Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter
;
Gilli, Manfred
-
2001
Persistent link: https://www.econbiz.de/10001641864
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