Rearranging matrices to block-angular form for decomposition (and other) algorithms

von Weil, Roman L.
Veröffentlicht in Management science (1971)

A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives

von Benth, Fred Espen
Veröffentlicht in International journal of theoretical and applied finance (2006)

On local times : application to pricing using bid-ask

von Kettler, Paul C.
Veröffentlicht in Journal of mathematical finance (2014)