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Issue DateTitleAuthor(s)
16-Apr-2019Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglementBrigo, D; Francischello, M; Pallavicini, A; Engineering and Physical Sciences Research Council
1-Sep-2018Mass at zero in the uncorrelated SABR model and implied volatility asymptoticsGulisashvili, A; Horvath, B; Jacquier, A; Engineering & Physical Science Research Council (EPSRC); Engineering and Physical Sciences Research Council