The following pages link to Magnus Wiktorsson (Q1019615):
Displayed 18 items.
- Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models (Q1019616) (← links)
- Sequential calibration of options (Q1023619) (← links)
- Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola. (Q1427307) (← links)
- Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461) (← links)
- On the simulation of iterated Itô integrals. (Q1879510) (← links)
- Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology (Q2186569) (← links)
- Modelling the movement of a soil insect (Q2186598) (← links)
- Simulation of stochastic integrals with respect to Lévy processes of type G. (Q2574503) (← links)
- Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case (Q3074985) (← links)
- A note on the specification of assembly systems (Q4525619) (← links)
- BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
- Computational Science - ICCS 2004 (Q5712714) (← links)
- Convergence of an Adaptive Approximation Scheme for the Wiener Process (Q6217463) (← links)
- Stability in quadratic variation, with applications (Q6354751) (← links)
- An optimization model with stochastic variables for flexible production logistics planning (Q6395289) (← links)
- Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (Q6477845) (← links)