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Chi-square simulation of the CIR process and the Heston model -...
www.econbiz.de
Chi-square simulation of the CIR process and the Heston model. Simon J. A. Malham and Anke Wiese. Year of publication: Authors: Malham, Simon J. A › Record
Classical Hopf Algebras and Their Applicationsgoogle.de
books.google.de
... Simon Malham, Dominique Manchon, Frédéric Menous, Christophe Reutenauer, Nikolas Tapia, Jean-Yves Thibon, Anke Wiese, and Lorenzo Zambotti.
Geometry and Invariance in Stochastic Dynamics: Verona, ...google.de
books.google.de
The authors together with Charles Curry, Alexander Lundervold, Simon Malham, Hans Munthe-Kaas and Anke Wiese further developed the use of (quasi-)shuffle ...
Quantum Theory and Symmetries: Proceedings of the 11th ...google.de
books.google.de
Anastasia Doikou, Simon J. A. Malham, and Anke Wiese Abstract The time evolution problem for non-self-adjoint second order differential operators is studied ...
Time evolution in quantum systems and stochastics
arxiv.org
von A Doikou · — Time evolution in quantum systems and stochastics. Authors:Anastasia Doikou, Simon J.A. Malham, Anke Wiese. von A Doikou · — Time evolution in quantum systems and stochastics. Authors:Anastasia Doikou, Simon J.A. Malham, Anke Wiese.
Algebraic structure of stochastic expansions and efficient ...arXiv
arxiv.org
von K Ebrahimi-Fard · · Zitiert von: 24 — ... of stochastic expansions and efficient simulation. Authors:Kurusch Ebrahimi-Fard, Alexander Lundervold, Simon J. A. Malham, Hans Munthe-Kaas, Anke Wiese. › math
Positive Stochastic Volatility SimulationUniversity of Toronto
www.fields.utoronto.ca
Simon J.A. Malham & Anke Wiese. Heriot–Watt University, Edinburgh. Bachelier Finance Society. 6th World Congress. June 22–26, 2010, Toronto ... › Thurs › Osgoode
[ ] Stochastic Lie group integrators
arxiv.org
Authors:Simon J.A. Malham, Anke Wiese. (Submitted on 31 Mar (v1), last revised 16 Oct (this version, v2)). Abstract: We present Lie group integrators ...
Anke Wiese
dblp.org
— Simon J. A. Malham , Jiaqi Shen, Anke Wiese: Series Expansions and Direct Inversion for the Heston Model. SIAM J. Financial Math — Simon J. A. Malham , Jiaqi Shen, Anke Wiese: Series Expansions and Direct Inversion for the Heston Model. SIAM J. Financial Math.
Efficient almost-exact Lévy area sampling - ScienceDirect
www.sciencedirect.com
von SJA Malham · · Zitiert von: 21 — Author links open overlay panelSimon J.A.Malham AnkeWiese. Show more. Add to Mendeley. Share. Cite. https://doi.org j.spl Get rights and ... Simon J.A. Malham, Anke Wiese. Pages : Download PDF. Article preview. select article On the limiting probabilities of the
EFFICIENT STRONG INTEGRATORS FOR LINEAR STOCHASTIC ...www.jstor.org › stable
www.jstor.org
2902 GABRIEL LORD, SIMON J. A. MALHAM, AND ANKE WIESE. Consequently, we have. R = jzYl{(6JioJi ~ JiJ? ~ 2h2)aoo2i + 2(J2J0 - h2)aia0ai i. 4- (6J(hJi - JfJ0 ~
The exponential Lie series for continuous semimartingales - HALhal.science › hal
hal.science
... Anke Wiese (2). Afficher plus de détails. 1 ICMAT - Instituto de Ciencias Citer. Kurusch Ebrahimi-Fard, Simon J.A. Malham, Frédéric Patras, Anke ...
Positive volatility simulation in the Heston model
www.researchgate.net
Simon J. A. Malham · Heriot-Watt University · Anke Wiese · Anke Wiese. This person is not on ResearchGate, or hasn't claimed this research yet. Simon J. A. Malham · Heriot-Watt University · Anke Wiese · Anke Wiese. This person is not on ResearchGate, or hasn't claimed this research yet.
Efficient almost-exact Lévy area sampling
researchportal.hw.ac.uk
von SJA Malham · · Zitiert von: 33 — No photo of Anke Wiese. Anke Wiese. .uk. School of Mathematical & Computer Sciences - Associate Professor; School of Mathematical & Computer ... von SJA Malham · · Zitiert von: 33 — No photo of Anke Wiese. Anke Wiese. .uk. School of Mathematical & Computer Sciences - Associate Professor; School of Mathematical & Computer ...
[PDF] Stochastic Lie Group Integrators
www.semanticscholar.org
S. Malham, Anke Wiese · Published in SIAM Journal on Scientific… 31 March · Mathematics, Physics. S. Malham, Anke Wiese · Published in SIAM Journal on Scientific… 31 March · Mathematics, Physics.
Flows and stochastic Taylor series in Itô calculus
hal.archives-ouvertes.fr
von K Ebrahimi-Fard · · Zitiert von: 21 — Kurusch Ebrahimi-Fard, Simon J.A. Malham, Frédéric Patras, Anke Wiese. Flows and stochastic Taylor series in Itô calculus. › ha...
EUDML | Perturbed linear rough differential equations
eudml.org
Zbl MR ; Gabriel Lord, Simon J. A. Malham, Anke Wiese, Efficient strong integrators for linear stochastic systems, SIAM J. Numer.
Sde matlab - UltimoVino
ultimovino.it
108 exterior door Apr 5, · An introduction to SDE simulation Authors: Simon J. A. Malham Heriot-Watt University Anke Wiese Abstract and Figures We ... › sde-matlab
Stochastic analysis & discrete quantum systems
www.researcher-app.com
Anastasia Doikou, Simon J.A. Malham, Anke Wiese. We explore the connections between the theories of stochastic analysis and discrete quantum mechanical ... › ...
Minisymposia | ENUMATH Conferenceuib.no
www.uib.no
MS18 - Noncommutative stochastic differential equations: Analysis and simulation (Kurusch Ebrahimi-Fard, Simon J.A. Malham, Anke Wiese). › enumath2017
PS - Poster Presentations
programme.exordo.com
Jiaqi Shen (Heriot-Watt University), Anke Wiese (Heriot-Watt University), Simon J.A. Malham (Heriot-Watt University). 11:00. Irreducible Convex ...
Open Access Articles - Physica D: Nonlinear Phenomena - Journalwww.journals.elsevier.com › open-access-articles
www.journals.elsevier.com
Applications of Grassmannian flows to coagulation equations. Anastasia Doikou, Simon J.A. Malham, Ioannis Stylianidis, Anke Wiese Open Access. Identification ...
The exponential Lie series for continuous semimartingales
hal.archives-ouvertes.fr
von K Ebrahimi-Fard · · Zitiert von: 19 — Kurusch Ebrahimi-Fard, Simon J.A. Malham, Frédéric Patras, Anke Wiese. The exponential Lie series for continuous semimartingales. Proceedings of the Royal ... › ha...
Research blog H.Z. Munthe-Kaasmunthe-kaas.no
hans.munthe-kaas.no
— Authors: Kurusch Ebrahimi-Fard, Alexander Lundervold, Simon J. A. Malham, Hans Munthe-Kaas, Anke Wiese. Journal: Proc. Royal Soc. A, › Blog
[PDF] Grassmannian Flows and Applications to Nonlinear Partial ...www.semanticscholar.org › paper › Grassmannian-F...
www.semanticscholar.org
... A. DoikouS. MalhamIoannis StylianidisAnke Wiese. Mathematics. Physica A: Statistical Mechanics and its… Citation · PDF. Add to Library. Alert.
chi-square simulation of the cir process and the heston modelwww.worldscientific.com › doi › abs
www.worldscientific.com
ANKE WIESE. SIMON J. A. MALHAM. Maxwell Institute for Mathematical Sciences and School of Mathematical and Computer Sciences, Heriot-Watt University ...
Supplementary material from "Algebraic structures and stochastic...
rs.figshare.com
— AUTHORS (4). CC. Charles Curry. KE. Kurusch Ebrahimi–Fard. SM. Simon J. A. Malham. AW. Anke Wiese. CATEGORIES. › collections › Supplementary_m...
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