4. Mathematics
  5. Numerical Analysis

Raul Tempone

Mathematics – Numerical Analysis

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Adaptive Weak Approximation of Diffusions with Jumps

Mathematics – Numerical Analysis
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How accurate is molecular dynamics?

Physics – Mathematical Physics
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Monte Carlo Euler approximations of HJM term structure financial models

Mathematics – Numerical Analysis
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Towards Automatic Global Error Control: Computable Weak Error Expansion for the Tau-Leap Method

Mathematics – Numerical Analysis
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Profile ID: LFWR-SCP-P-119336

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