Petter Wiberg
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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 |
|---|---|---|
| A new Fourier transform algorithm for value-at-risk Quantitative Finance | 2019-01-15 | Paper |
| Asymptotic analysis for foreign exchange derivatives with stochastic volatility International Journal of Theoretical and Applied Finance | 2011-01-13 | Paper |
| Parameter estimation for partially observed hypoelliptic diffusions Journal of the Royal Statistical Society Series B: Statistical Methodology | 2010-04-08 | Paper |
| Analysis of SPDEs arising in path sampling. I: The Gaussian case Communications in Mathematical Sciences | 2006-06-12 | Paper |
| Conditional path sampling of SDEs and the Langevin MCMC method Communications in Mathematical Sciences | 2006-01-16 | Paper |
| Extracting partial canonical structure for large scale eigenvalue problems Numerical Algorithms | 2000-11-22 | Paper |
Research outcomes over time
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