Two-particle models for the estimation of the mean and standard deviation of concentrations in coastal waters

The risk analysis in coastal zone using reverse-time diffusion

Simulation of the transport of particles in coastal waters using forward and reverse time diffusion

A two particle model for the estimation of the mean and standard deviation of concentrations in coastal waters

Stochastic modeling of transport in coastal water using forward and reverse time diffusion

Systematic generation of parametric correlation structures for the libor market model

Variance reduction for Monte Carlo simulation of stochastic environmental models

Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure

Robust option replication for a Black-Scholes model extended with nondeterministic trends

LIBOR rate models, related derivatives and model calibration