Net based spreadsheets in quantitative finance
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- Aydınlı, Gökhan & Härdle, Wolfgang Karl & Neuwirth, E., 2003. "Computational Statistics with Spreadsheets Towards Efficiency, Reproducibility and Security," SFB 373 Discussion Papers 2003,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Christian Hafner, 2003.
"Simple approximations for option pricing under mean reversion and stochastic volatility,"
Springer, vol. 18(3), pages 339-353, September.
- Hafner, C.M., 2003. "Simple approximations for option pricing under mean reversion and stochastic volatility," Econometric Institute Research Papers EI 2003-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Feuerhake, Jörg, 2002. "XQS/MD*Crypt as a means of education and computation," SFB 373 Discussion Papers 2002,46, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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