Moment explosions in stochastic volatility models von Andersen, Leif B. G., Piterbarg, Vladimir V.

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Interhemispheric Correlation of Late Pleistocene Glacial Events von Lowell, T. V., Heusser, C. J., Andersen, B. G., Moreno, P. I., Hauser, A., Heusser, L. E., Schlüchter, C., Marchant, D. R., Denton, G. H.

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Interhemispheric Linkage of Paleoclimate during the Last Glaciation von Denton, George H., Lowell, Thomas V., Heusser, Calvin J., Moreno, Patricio I., Andersen, Bjørn G., Heusser, Linda E., Schlüchter, Christian, Marchant, David R.

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Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms: Contour Deformations and Double‐Exponential Quadrature von Andersen, Leif B. G., Lake, Mark

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Glacial Geomorphologic Maps of Llanquihue Drift in the Area of the Southern Lake District, Chile von Andersen, Bjørn G., Denton, George H., Lowell, Thomas V.

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Geomorphology, Stratigraphy, and Radiocarbon Chronology of Llanquihue Drift in the Area of the Southern Lake District, Seno Reloncaví, and Isla Grande de Chiloé, Chile von Denton, George H., Heusser, Calvin J., Lowell, Thomas V., Schlüchter, Christian, Andersen, Bjørn G., Heusser, Linda E., Moreno, Patricio I., Marchant, David R.

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Abrogation of suppression of delayed hypersensitivity induced by Candida albicans-derived mannan by treatment with monophosphoryl lipid A von DOMER, J. E, HUMAN, L. G, ANDERSEN, G. B, RUDBACH, J. A, ASHERSON, G. L

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Near-Synchronous Interhemispheric Termination of the Last Glacial Maximum in Mid-Latitudes von Schaefer, Joerg M, Denton, George H, Barrell, David J.A, Ivy-Ochs, Susan, Kubik, Peter W, Andersen, Bjorn G, Phillips, Fred M, Lowell, Thomas V, Schlüchter, Christian

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Improving urban freight governance and stakeholder management: A social systems approach combined with relationship platforms and value co-creation von Gammelgaard, Britta, Andersen, Christina B.G., Figueroa, Maria

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Needlestick and sharps injuries at a German university hospital: epidemiology, causes and preventive potential - a descriptive analysis von Kaur, Manmeet, Mohr, Sonja, Andersen, Gabriele, Kuhnigk, Olaf

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Option pricing with quadratic volatility: a revisit von Andersen, Leif

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Modern computational finance: AAD and parallel simulations : with professional implementation in C++ von Antoine Savine, Leif Andersen

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Quantitative study of the distributary braidplain of the Preboreal ice-contact Gardermoen delta complex, southeastern Norway von TUTTLE, KEVIN J., ØOUSTMO, SVElN ROAR, ANDERSEN, BJ ÖRN G.

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Luminescence chronology of Late Pleistocene glacial deposits in North Westland, New Zealand von Preusser, Frank, Andersen, Bjørn G., Denton, George H., Schlüchter, Christian

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Value Co-creation in the Interface between City Logistics Provider and In-store Processes von Gammelgaard, Britta, Andersen, Christina B.G., Aastrup, Jesper

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Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing von Andersen, Leif, Andreasen, Jesper

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ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS von Andersen, Leif, Lipton, Alexander

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Discount curve construction with tension splines von Andersen, Leif

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Late Quaternary Ice-Surface Fluctuations of Hatherton Glacier, Transantarctic Mountains von Bockheim, James G., Wilson, Scott C., Denton, George H., Andersen, Björn G., Stuiver, Minze

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A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING von SIDENIUS, JAKOB, PITERBARG, VLADIMIR, ANDERSEN, LEIF

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