F. Heidenreich
2011
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom F. Heidenreich trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts F. Heidenreich overall
Papers from F. Heidenreich's perspective
Ordered by how strongly the researchers F. Heidenreich trusts endorse each paper. Same corpus, a different order for every researcher.
- Multilevel Monte Carlo Path Simulation (Operational Research)
- Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process
- Lévy processes and infinitely divisible distributions
- The approximate Euler method for Lévy driven stochastic differential equations
- Information Theory, Inference, and Learning Algorithms
- Monte Carlo Methods in Financial Engineering
- A Practical Guide to Splines
- Random number generation and Quasi-Monte Carlo methods
- Practical optimization
- Improved Multilevel Monte Carlo Convergence using the Milstein Scheme
Their papers
- A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (2011) — 106 citations