Magnus Wiktorsson

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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
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
Stability in quadratic variation, with applications	2020-11-28	Paper
Modelling the movement of a soil insect Journal of Theoretical Biology	2020-06-09	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
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
Sequential calibration of options Computational Statistics and Data Analysis	2009-06-12	Paper
Fast simulated annealing in \(\mathbb R^d\) 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
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
Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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