Hefter, Mario

1. Strong Convergence Rates for Cox-Ingersoll-Ross Processes - Full\n Parameter Range
   2016/08/01 by Mario Hefter, André Herzwurm, Hefter, Mario +1 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Stochastic processes and financial applications
2. Random Bit Quadrature and Approximation of Distributions on Hilbert\n Spaces
   2017/07/18 by Michael B. Giles, Mario Hefter, Giles, Michael B. +5 · 1 citation
   Mathematics · #Mathematical Approximation and Integration
3. Random Bit Multilevel Algorithms for Stochastic Differential Equations
   2018/08/31 by Giles, Michael B., Hefter, Mario, Mayer, Lukas +1 · 1 citation
   #FOS: Mathematics #Numerical Analysis (math.NA)
4. Adaptive Quantile Computation for Brownian Bridge in Change-Point\n Analysis
   2020/12/31 by Jürgen Franke, Franke, Jürgen, Mario Hefter +7 · 1 citation
   Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #Computation (stat.CO) #FOS: Computer and information sciences #Statistical Methods and Inference