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  1. 1
    Options and derivatives programming in C++ : algorithms and programming techniques for the financial industry /
    by Oliveira, Carlos A. S.
    Published 2016

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  2. 2
    European option pricing with fixed transaction costs /
    by Aiyer, Ajay Subramanian
    Published 1996

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  3. 3
    Telegraph processes and option pricing /

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  4. 4
    Option pricing in fractional brownian markets /
    by Rostek, Stefan, Rostek, Stefan
    Published 2009

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  5. 5
    Stochastische Integration : Eine Einführung in die Finanzmathematik /
    by Hoffmann, Michael
    Published 2016

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  6. 6
    Recent progress in theory and applications : foundations, trees, and numerical issues in finance /
    Published 2010

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  7. 7
    Estimating and interpreting probability density functions : proceedings of the workshop held at BIS on 14 June 1999

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  8. 8
    Option Pricing in Fractional Brownian Markets /

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  9. 9
    A proof that aritificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations /

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  10. 10
    Lévy matters I : recent progress in theory and applications : foundations, trees and numerical issues in finance /

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