Posted by Luigi Ballabio on Jan 08, 2008; 4:44pm URL: http://quantlib.414.s1.nabble.com/contribution-proposal-tp11542p11543.html
On Tue, 2008-01-08 at 08:32 -0800, Richard Wang wrote:
> The method is developed by M. Giles from Oxford University recently
> (who is named Risk quant of the year 2007). You can get his
> information from
>
> http://web.comlab.ox.ac.uk/oucl/work/mike.giles/finance.html
Thanks, I'll have a look.
Luigi
--
There is no opinion so absurd that some philosopher will not
express it.
-- Marcus Tullius Cicero, "Ad familiares"