Petter Wiberg

Available identifiers

zbMath Open wiberg.petterMaRDI QIDQ1587032

List of research outcomes

Publication	Date of Publication	Type
A new Fourier transform algorithm for value-at-risk	2019-01-15	Paper
ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY	2011-01-13	Paper
Parameter Estimation for Partially Observed Hypoelliptic Diffusions	2010-04-08	Paper
Analysis of SPDEs arising in path sampling. I: The Gaussian case	2006-06-12	Paper
Conditional path sampling of SDEs and the Langevin MCMC method	2006-01-16	Paper
Extracting partial canonical structure for large scale eigenvalue problems	2000-11-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Petter Wiberg