Magnus Wiktorsson

Available identifiers

zbMath Open wiktorsson.magnusWikidataQ77990246 ScholiaQ77990246MaRDI QIDQ1019615

List of research outcomes

Publication	Date of Publication	Type
An optimization model with stochastic variables for flexible production logistics planning	2022-03-31	Paper
BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems	2022-02-16	Paper
Stability in quadratic variation, with applications	2020-11-28	Paper
Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology	2020-06-09	Paper
Modelling the movement of a soil insect	2020-06-09	Paper
BENCHOP – The BENCHmarking project in option pricing	2016-04-29	Paper
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case	2011-02-10	Paper
Convergence of an Adaptive Approximation Scheme for the Wiener Process	2010-02-02	Paper
Sequential calibration of options	2009-06-12	Paper
Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models	2009-06-04	Paper
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation	2006-09-13	Paper
Computational Science - ICCS 2004	2005-12-23	Paper
Simulation of stochastic integrals with respect to Lévy processes of type G.	2005-11-29	Paper
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes.	2005-11-29	Paper
On the simulation of iterated Itô integrals.	2004-09-22	Paper
Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola.	2004-03-14	Paper
Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions	2003-05-06	Paper
A note on the specification of assembly systems	2000-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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