Martin Altmayer
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Person:4683813
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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