Curt Randall

Finite Difference Methods for Barrier Options

Curt Randall, 2010 .

Implementing option-pricing models using software synthesis

Elaine Kant, Curt Randall, James Gatheral, 1999, Comput. Sci. Eng..

Automatic synthesis of numerical codes for solving partial differential equations

Robert L. Young, Paul Baffes, Stanly Steinberg, 1998 .

SciNapse: a problem-solving environment for partial differential equations

Robert L. Young, Stanly Steinberg, Elaine Kant, 1997 .

Using program synthesis to price derivatives

Elaine Kant, Curt Randall, Ashvin Chhabra, 1997 .

Pricing Financial Instruments: The Finite Difference Method

Curt Randall, Domingo Tavella, D. Tavella, 2000 .

Numerical options models without programming

Elaine Kant, Curt Randall, E. Kant, 1997, Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr).

Automatic Synthesis of Financial Modeling Codes

Morgan Stanley, Elaine Kant, Curt Randall, 2007 .