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Author or maintainer of the following packages:

fCertificates

Collection of pricing by duplication methods for popular structured products ("Zertifikate").
fExpressCertificates

Collection of pricing by duplication and Monte Carlo methods for Express Certificates products (also...
spatialprobit

Bayesian Estimation of Spatial Probit and Tobit Models
tmvtnorm

Random number generation for the truncated multivariate normal and Student t distribution.Co...

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