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Das Äquivalenzprinzip der Finanzmathematik
Walther, Ursula, (2002)
Interpolation of Discount Factors
Cremers, Heinz, (1996)
Simple Time - Varying Copula Estimation
Aussenegg, Wolfgang, (2008)
The concepts and practice of mathematical finance
Joshi, Mark S., (2003)
Minimal Partial Proxy Simulation Schemes for Generic and Robust Monte-Carlo Greeks
Chan, Jiun Hong, (2011)
Fast Gamma Computations for CDO Tranches
Joshi, Mark S., (2010)