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Kevin Kamm
ORCID
Publication Activity (10 Years)
Years Active: 2021-2023
Publications (10 Years): 6
Top Topics
Finite Element Method
Lie Group
Numerical Solution
Monte Carlo
Top Venues
CoRR
Math. Comput. Simul.
J. Sci. Comput.
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Publications
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Kevin Kamm
,
Stefano Pagliarani
,
Andrea Pascucci
Numerical solution of kinetic SPDEs via stochastic Magnus expansion.
Math. Comput. Simul.
207 (2023)
Christian-Oliver Ewald
,
Kevin Kamm
On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making.
CoRR
(2023)
Kevin Kamm
,
Stefano Pagliarani
,
Andrea Pascucci
Numerical solution of kinetic SPDEs via stochastic Magnus expansion.
CoRR
(2022)
Kevin Kamm
,
Michelle Muniz
A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups.
CoRR
(2022)
Kevin Kamm
,
Michelle Muniz
Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups.
CoRR
(2022)
Kevin Kamm
,
Stefano Pagliarani
,
Andrea Pascucci
On the Stochastic Magnus Expansion and Its Application to SPDEs.
J. Sci. Comput.
89 (3) (2021)