Simon J. A. Malham

Identifiers

• name variant Simon J. A. Malham 0.60 · backfill

Papers (2)

1. Algebraic structure of stochastic expansions and efficient simulation math.NA · 2011 · author #3
2. Chi-square simulation of the CIR process and the Heston model q-fin.CP · 2008 · author #1

Mentions

• 1112.5571 #3 · arxiv_oai · confidence 0.70 Simon J. A. Malham
• 0802.4411 #1 · arxiv_oai · confidence 0.70 Simon J. A. Malham
• 1112.5571 #3 · backfill · confidence 0.70 Simon J. A. Malham
• 0802.4411 #1 · backfill · confidence 0.70 Simon J. A. Malham

Frequent Coauthors

• Anke Wiese 2 shared papers
• Alexander Lundervold 1 shared papers
• Hans Munthe-Kaas 1 shared papers
• Kurusch Ebrahimi-Fard 1 shared papers