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Fang, Fang and Oosterlee, Kees (2008): A NOVEL PRICING METHOD FOR EUROPEAN OPTIONS BASED ON FOURIER-COSINE SERIES EXPANSIONS.
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García Muñoz, Luis Manuel and Palomar Burdeus, Juan Esteban and de Lope Contreras, Fernando (2016): A retained earnings consistent KVA approach and the impact of taxes.
García Muñoz, Luis Manuel and de Lope Contreras, Fernando and Palomar Burdeus, Juan Esteban (2015): Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA.
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Giandomenico, Rossano (2010): Credit Derivatives.
Giandomenico, Rossano (2006): Martingale Model.
Giandomenico, Rossano (2006): Pricing of the Policy Life in Absence of Default Risk and Asset Liability Management.
Giandomenico, Rossano (2008): Valuing Coupon Bond Linked to Variable Interest Rate.
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Gikhman, Ilya (2008): Risky Swaps.
Gikhman, Ilya (2008): Risky Swaps.
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