Stanley Mathew

According to our database, Stanley Mathew authored at least 1 paper in 2009.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2009

Multiple stochastic volatility extension of the Libor market model and its implementation.

Denis Belomestny, Stanley Mathew, John Schoenmakers

Monte Carlo Methods Appl., 2009