Publicaciones en colaboración con investigadores/as de Centrum Wiskunde & Informatica (2)

2019

  1. The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions

    Quantitative Finance, Vol. 19, Núm. 2, pp. 339-356

2018

  1. Uncertainty quantification and Heston model

    Journal of Mathematics in Industry, Vol. 8, Núm. 1