Gabriel Lord

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 4

Top Topics

Monte Carlo Simulation

Infinite Dimensional

Regression Analysis

Top Venues

Appl. Math. Comput.

Publications

Gabriel Lord, Mengchao Wang
Convergence of a exponential tamed method for a general interest rate model. Appl. Math. Comput. 467 (2024)
Gabriel Lord, Andreas Petersson
Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs. CoRR (2022)
Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson
The heat modulated infinite dimensional Heston model and its numerical approximation. CoRR (2022)
Gabriel Lord, Mengchao Wang
Convergence of a splitting method for a general interest rate model. CoRR (2022)