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Results: 1-3 |
Results: 3
Joint characteristic function and simultaneous simulation of iterated Ito integrals for multiple independent Brownian motions
Authors: Wiktorsson, M
Citation: M. Wiktorsson, Joint characteristic function and simultaneous simulation of iterated Ito integrals for multiple independent Brownian motions, ANN APPL PR, 11(2), 2001, pp. 470-487
On the simulation of iterated Ito integrals
Authors: Ryden, T Wiktorsson, M
Citation: T. Ryden et M. Wiktorsson, On the simulation of iterated Ito integrals, STOCH PR AP, 91(1), 2001, pp. 151-168
A note on the specification of assembly systems
Authors: Wiktorsson, M Andersson, T Broman, M
Citation: M. Wiktorsson et al., A note on the specification of assembly systems, INT J PROD, 38(16), 2000, pp. 3997-4002
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