Salkeld, William
- Probabilistic rough paths II Lions-Taylor expansions and Random controlled rough paths
2022/03/02 by Delarue, François, Salkeld, William · 1 citation
#41A58 Secondary: 60G07 #46G05 #FOS: Mathematics #Primary: 60L30 #Probability (math.PR)
- Simulation of Error Bounds
2022/12/01 by Peter K. Friz, Friz, Peter K., William Salkeld +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management