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Lord, Gabriel J

  1. Stochastic exponential integrators for finite element discretization of\n SPDEs for multiplicative and additive noise
    2011/03/10 by Gabriel J. Lord, Lord, Gabriel J, Antoine Tambue +1 · 3 citations
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications