4. Mathematics
  5. Numerical Analysis

Anke Wiese

Mathematics – Numerical Analysis

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Algebraic structure of stochastic expansions and efficient simulation

Mathematics – Numerical Analysis
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An introduction to SDE simulation

Mathematics – Numerical Analysis
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Efficient strong integrators for linear stochastic systems

Mathematics – Numerical Analysis
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Positive volatility simulation in the Heston model

Economy – Quantitative Finance – Computational Finance
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Stochastic expansions and Hopf algebras

Mathematics – Probability
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Profile ID: LFWR-SCP-P-218646

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