Anke Wiese

According to our database1, Anke Wiese authored at least 3 papers between 2008 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
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Article 
PhD thesis 
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Links

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Bibliography

2021
Series Expansions and Direct Inversion for the Heston Model.
SIAM J. Financial Math., 2021

2008
Stochastic Lie Group Integrators.
SIAM J. Sci. Comput., 2008

Efficient Strong Integrators for Linear Stochastic Systems.
SIAM J. Numer. Anal., 2008


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