Baldeaux, Jan

• ANZIAM Journal Vol. 50 (2008) - Proceedings Computational Techniques and Applications Conference
  Quasi-Monte Carlo for finance beyond Black--Scholes
  Abstract  PDF  BibTeX
• ANZIAM Journal Vol. 52 (2010) - Proceedings Computational Techniques and Applications Conference
  Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach
  Abstract  PDF  BibTeX