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Hopscotch methods for two-state financial models
Kurpiel, Adam, (2000)
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes, (2000)
Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria, (2004)
Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria, (2010)