| Publication | Date of Publication | Type |
|---|
Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy
(available as arXiv preprint) | N/A | Paper |
First to reach n game
Statistics & Probability Letters | 2026-05-19 | Paper |
First to reach n game
(available as arXiv preprint) | 2025-01-01 | Paper |
Stability in quadratic variation
(available as arXiv preprint) | 2024-01-01 | Paper |
| An optimization model with stochastic variables for flexible production logistics planning | 2022-03-31 | Paper |
BENCHOP -- SLV: the BENCHmarking project in option pricing -- stochastic and local volatility problems
International Journal of Computer Mathematics | 2022-02-16 | Paper |
An optimization model with stochastic variables for flexible production logistics planning
(available as arXiv preprint) | 2022-01-01 | Paper |
| Stability in quadratic variation, with applications | 2020-11-28 | Paper |
Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology
Journal of Theoretical Biology | 2020-06-09 | Paper |
Modelling the movement of a soil insect
Journal of Theoretical Biology | 2020-06-09 | Paper |
WITHDRAWN: Stability in quadratic variation, with applications
(available as arXiv preprint) | 2020-01-01 | Paper |
BENCHOP -- the benchmarking project in option pricing
International Journal of Computer Mathematics | 2016-04-29 | Paper |
On the convergence of higher order hedging schemes: the delta-gamma case
SIAM Journal on Financial Mathematics | 2011-02-10 | Paper |
| Convergence of an Adaptive Approximation Scheme for the Wiener Process | 2010-02-02 | Paper |
Convergence of an Adaptive Approximation Scheme for the Wiener Process
(available as arXiv preprint) | 2010-01-01 | Paper |
Sequential calibration of options
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Fast simulated annealing in R^d with an application to maximum likelihood estimation in state-space models
Stochastic Processes and their Applications | 2009-06-04 | Paper |
| Fast simulated annealing in \R^d and an application to maximum likelihood estimation | 2006-09-13 | Paper |
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation
(available as arXiv preprint) | 2006-01-01 | Paper |
Computational Science - ICCS 2004
Lecture Notes in Computer Science | 2005-12-23 | Paper |
Simulation of stochastic integrals with respect to Lévy processes of type G.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
On the simulation of iterated Itô integrals.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola.
Theoretical Population Biology | 2004-03-14 | Paper |
Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions
The Annals of Applied Probability | 2003-05-06 | Paper |
A note on the specification of assembly systems
International Journal of Production Research | 2000-01-01 | Paper |
An optimal production flow control problem with impulsive demand
Mathematical and Computer Modelling | 1998-04-01 | Paper |
