Simon J. A. Malham

According to our database, Simon J. A. Malham authored at least 6 papers between 2008 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Series Expansions and Direct Inversion for the Heston Model.

Simon J. A. Malham, Jiaqi Shen, Anke Wiese

SIAM J. Financial Math., 2021

2010

Grassmannian spectral shooting.

Veerle Ledoux, Simon J. A. Malham, Vera Thümmler

Math. Comput., 2010

2009

Computing Stability of Multidimensional Traveling Waves.

Veerle Ledoux, Simon J. A. Malham, Jitse Niesen, Vera Thümmler

SIAM J. Appl. Dyn. Syst., 2009

2008

Stochastic Lie Group Integrators.

Simon J. A. Malham, Anke Wiese

SIAM J. Sci. Comput., 2008

Efficient Strong Integrators for Linear Stochastic Systems.

Gabriel J. Lord, Simon J. A. Malham, Anke Wiese

SIAM J. Numer. Anal., 2008

Evaluating the Evans function: Order reduction in numerical methods.

Simon J. A. Malham, Jitse Niesen

Math. Comput., 2008