Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms. - Svenja Hager; Rainer Schöbel (International Conference on Computational Science (4), 2006)

On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options. - Robert Frontczak; Rainer Schöbel (J. Comput. Appl. Math., 2010)