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    abstract accelerating accurate added affiliation analysis andré artmannwitte based bergner bergner@uni bernd bernemann betekenis bezoekers browser business calendars calibration caplet daniele definitie developers development difference directors engine ernst exotic extensie february files finite fotolia francesco generator georg germany giles gmane gratis grimmelt identification indexes information institut klaus lattice libor library mailing managing market might model modeling muenster mundoview nster online option performance physik pressmaster pricing process provided publication purposes quantlib ralph regards rheinbreitbach schreyer schrieb sobol sourceforge spanderen swing talkenberger tests thanks theoretische therapia today trading universitä usage using value version vertalen webmasters westlb woord woordenboek wrote yanta
Usage and development of QuantLib, a library for modeling, trading ...
Klaus Spanderen schrieb: Hi Klaus, > The performance of the finite difference pricing engine might (will) be too > slow for calibration purposes if you are using the ...
Accelerating Exotic Option Pricing and Model Calibration Using ...
André Bernemann WestLB Ralph Schreyer WestLB Klaus Spanderen affiliation not provided to SSRN February 2, 2011 Abstract: Pricing and risk analysis for today's exotic ...
spanderen - vertalen spanderen definitie in het Online Woordenboek
Definitie van spanderen in het Online Woordenboek. Betekenis van spanderen vertalen ... Voor bezoekers: Browser extensie | Woord van de Dag | Help Voor webmasters: Gratis ...
Usage and development of QuantLib, a library for modeling, trading ...
regards Mark On 24 July 2010 09:30, Klaus Spanderen <klaus <at> spanderen.de> wrote: > Hi Mark, > > I'm also using a CUDA Sobol generator based on Mike Giles version.
Publication Information
Managing Directors: Bernd Spanderen, Ernst Grimmelt. Value-added tax identification ... Business(2) / ArtmannWitte / mundoview / pressmaster / Yanta: www.fotolia.de)
SUSY on the lattice - Institut für Theoretische Physik: Home
Bergner, Georg ( g.bergner@uni-muenster.de) Universität Münster, Germany ... Spanderen, Klaus Universität Münster, Germany Talkenberger, Dirk Universität Münster ...
SourceForge.net: QuantLib: Files
INDEXES - More accurate LIBOR calendars (thanks to Daniele de Francesco.) ... process for caplet Libor market model; tests provided (thanks to Klaus Spanderen.)
Mailing list for QuantLib developers - Gmane -- Mail To News And ...
cheers _____ Klaus Spanderen Hubertustal 13f 48734 Reken (Germany) Email: klaus.spanderen <at> NOSPAMfreenet.de (remove ...
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QuantLib - Browse /QuantLib/1.2 at SourceForge.net
- Added vanilla and swing option FD pricer for Kluge model (thanks to Klaus Spanderen). - Added FD pricing engine for a simple swing option based on the Black-Scholes ...
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