Working papers

See also my SSRN webpage http://ssrn.com/author=457307 for soft copies.


  • PAGNONCELLI, B., VANDUFFEL, S. (2010). A joint hurdle-race problem. Working paper.
  • BERNARD, C., MAJ, M., VANDUFFEL, S. (2009). Improving the Design of Financial Products in a Multidimensional Black Scholes Market. Working paper.
  • CHEUNG, K.C., VANDUFFEL, S. (2009). Bounds for sums of random variables when the marginals and the variance of the sum are known. Working paper.
  • LANDSMAN, Z., VANDUFFEL, S. (2009). Bounds for some sums of random variables. Working paper.