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Theory and Calibration of Swap Market Models Galluccio, Stefano; Huang, Zhijhang; Ly, Jean-Michel; Scaillet, Olivier 2004
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Swap market models Galluccio, Stefano; Scaillet, Olivier 2008
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CMS spread products Galluccio, Stefano; Scaillet, Olivier 2010
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Valuing American options using fast recursive projections Cosma, Antonio; Galluccio, Stefano; Scaillet, Olivier 2012
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Valuing American options using fast recursive projections Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier 2016
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Early exercise decision in american options with dividends, stochastic volatility and jumps Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier 2016