Simon J. A. Malham

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 1

Top Topics

Bayesian Framework

Statistical Model

Top Venues

SIAM J. Financial Math.

Publications

Simon J. A. Malham, Jiaqi Shen, Anke Wiese
Series Expansions and Direct Inversion for the Heston Model. SIAM J. Financial Math. 12 (1) (2021)
Veerle Ledoux, Simon J. A. Malham, Vera Thümmler
Grassmannian spectral shooting. Math. Comput. 79 (271) (2010)
Veerle Ledoux, Simon J. A. Malham, Jitse Niesen, Vera Thümmler
Computing Stability of Multidimensional Traveling Waves. SIAM J. Appl. Dyn. Syst. 8 (1) (2009)
Simon J. A. Malham, Jitse Niesen
Evaluating the Evans function: Order reduction in numerical methods. Math. Comput. 77 (261) (2008)
Simon J. A. Malham, Anke Wiese
Stochastic Lie Group Integrators. SIAM J. Sci. Comput. 30 (2) (2008)
Gabriel J. Lord, Simon J. A. Malham, Anke Wiese
Efficient Strong Integrators for Linear Stochastic Systems. SIAM J. Numer. Anal. 46 (6) (2008)