Martin Altmayer
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Discretising the Heston model: an analysis of the weak convergence rate IMA Journal of Numerical Analysis | 2018-09-26 | Paper |
| Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations Extraction of Quantifiable Information from Complex Systems | 2015-06-18 | Paper |
| Multilevel Monte Carlo quadrature of discontinuous payoffs in the generalized Heston model using Malliavin integration by parts SIAM Journal on Financial Mathematics | 2015-06-04 | Paper |
Research outcomes over time
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