Browse by UCL people
Group by: Type | Date
Number of items: 2.
Article
Shaw, WT;
Luu, T;
Brickman, N;
(2014)
Quantile mechanics II: changes of variables in Monte Carlo methods and GPU-optimised normal quantiles.
European Journal of Applied Mathematics
, 25
(2)
177 - 212.
10.1017/S0956792513000417.
|
Thesis
|
Schofield, MJ;
(2015)
Price feedback and hybrid diffusions in finance.
Doctoral thesis , UCL (University College London).
|
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