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Thomas Önskog
Publication Activity (10 Years)
Years Active: 2009-2010
Publications (10 Years): 0
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Publications
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Kaj Nyström
,
Thomas Önskog
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations.
J. Comput. Appl. Math.
235 (3) (2010)
Kaj Nyström
,
Thomas Önskog
On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains.
Monte Carlo Methods Appl.
15 (1) (2009)