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2021

Mickel, Annalena ; Neuenkirch, Andreas (2021) The weak convergence rate of two semi-exact discretization schemes for the Heston model. Open Access Risks : Open Access Journal Basel 9 1 Article 23 [Article]
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Neuenkirch, Andreas (2021) D. Higham, P. Kloeden: "An introduction to the numerical simulation of stochastic differential equations". Open Access Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg [Review]
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2020

Madensoy, Mehmet (2020) Change points and uniform confidence for spot volatility. Open Access Mannheim [Doctoral dissertation]
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2019

Koch, Stefan (2019) Sensitivity results in stochastic analysis. Open Access Mannheim [Doctoral dissertation]
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2015

Altmayer, Martin (2015) Quadrature of discontinuous SDE functionals using Malliavin integration by parts. Open Access Mannheim [Doctoral dissertation]
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2013

Schneider, Georg Hubert (2013) Lagrange interpolation and quasi-interpolation using trivariate splines on a uniform partition. Open Access Mannheim [Doctoral dissertation]
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This list was created automatically on Tue Nov 29 07:43:52 2022 CET