Petter Wiberg

Available identifiers

zbMath Open wiberg.petterMaRDI QIDQ1587032

List of research outcomes

Publication	Date of Publication	Type
A new Fourier transform algorithm for value-at-risk	2019-01-15	Paper
ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY	2011-01-13	Paper
Parameter Estimation for Partially Observed Hypoelliptic Diffusions	2010-04-08	Paper
Analysis of SPDEs arising in path sampling. I: The Gaussian case	2006-06-12	Paper
Conditional path sampling of SDEs and the Langevin MCMC method	2006-01-16	Paper
Extracting partial canonical structure for large scale eigenvalue problems	2000-11-22	Paper

Research outcomes over time

This page was built for person: Petter Wiberg