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Anke Wiese

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2020 – today

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2021
[j3]
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Simon J. A. Malham, Jiaqi Shen, Anke Wiese:
Series Expansions and Direct Inversion for the Heston Model. SIAM J. Financial Math. 12(1): 487-549 (2021)

2000 – 2009

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2008
[j2]
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Gabriel J. Lord, Simon J. A. Malham, Anke Wiese:
Efficient Strong Integrators for Linear Stochastic Systems. SIAM J. Numer. Anal. 46(6): 2892-2919 (2008)
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Simon J. A. Malham, Anke Wiese:
Stochastic Lie Group Integrators. SIAM J. Sci. Comput. 30(2): 597-617 (2008)

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