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»  Software Frameworks in Quantitative Finance Part II: Developing C++ Applications for the Finite Difference Method (FDM)
»  Software Frameworks in Quantitative Finance Part I: Fundamental Principles and Applications to Monte Carlo Methods
»  Requirements Analysis of a Financial Risk Management System
»  Numerical Analysis of Jump Diffusion Models
»  The Datasim Design Patterns Self-Test
»  The Datasim C++ Self-Test
»  Financial Instrument Pricing using C++. Part I: Using C++ for European Option Pricing and Sensitivities
»  Effectiveness of several FDM's for solving SDE's
»  Fully Discrete Schemes
»  Performance and Accuracy Analysis of Integration Schemes for the Black-Scholes Equation (Slides)
»  Performance and Accuracy Analysis of Integration Schemes for the Black-Scholes Equation (Paper)
»  Robust and Accurate Finite Difference Methods in Option Pricing. One Factor Models
»  The Black-Scholes Equation
»  Options: Approach for Parallel Implementation of Boyle's Monte Carlo Method
»  The Accuracy and Efficiency of the Fitted Methods for solving the Black-Scholes Equation for European and American Options
»  The Application of Duffy's Finite Difference Method to Barrier Options


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