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Browsing by  AuthorRoh, KH

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Article
A new interpolatory type quadrature rule for weighted Cauchy principal value integralsSCIESCOPUS

JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, vol. 10, no. 3, page. 271 - 281, 2008-07

Article
Valuing qualitative options with stochastic volatilitySCIESCOPUS

QUANTITATIVE FINANCE, vol. 9, no. 7, page. 819 - 825, 2009-01

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