Anke Wiese

Available identifiers

Publication	Date of Publication	Type
Applications of Grassmannian flows to coagulation equations	2023-06-13	Paper
Time evolution in quantum systems and stochastics	2021-08-27	Paper
Series Expansions and Direct Inversion for the Heston Model	2021-05-17	Paper
Stochastic analysis \& discrete quantum systems	2020-02-13	Paper
Algebraic structures and stochastic differential equations driven by Lévy processes	2019-11-19	Paper
Applications of Grassmannian flows to integrable systems	2019-05-13	Paper
The exponential Lie series for continuous semimartingales	2017-09-29	Paper
Algebraic structure of stochastic expansions and efficient simulation	2017-09-29	Paper
Lévy processes and quasi-shuffle algebras	2016-06-10	Paper
Flows and stochastic Taylor series in Itô calculus	2016-01-15	Paper
Efficient almost-exact Lévy area sampling	2014-06-11	Paper
Chi-square simulation of the CIR process and the Heston model	2013-07-24	Paper
Stochastic expansions and Hopf algebras	2010-10-02	Paper
An introduction to SDE simulation	2010-04-05	Paper
Efficient strong integrators for linear stochastic systems	2010-01-06	Paper
Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis	2009-06-25	Paper
Stochastic Lie Group Integrators	2009-03-27	Paper

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