Advanced Search
Export results as [feed] RSS 1.0 [feed] RSS 2.0

Citation

Order by: Year of publication | Authors | Document Type | No order
Skip to: Article | Doctoral dissertation | Review

Article

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]
[img]

Doctoral dissertation

Schneider, Georg Hubert (2013) Lagrange interpolation and quasi-interpolation using trivariate splines on a uniform partition. Open Access Mannheim [Doctoral dissertation]
[img]

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

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

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

Review

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]
[img]

This list was created automatically on Tue Jan 31 07:50:31 2023 CET