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Bayer, Christian - Department of Mathematics, Royal Institute of Technology (KTH)
arXiv:0712.3763v1[math.PR]21Dec2007 CUBATURE ON WIENER SPACE IN INFINITE DIMENSION
Cubature for infinite dimensional SDEs Christian Bayer
Calculation of the Greeks using Malliavin Calculus Christian Bayer
1 Introduction 3 2 Stochastic Analysis 5
THE GEOMETRY OF ITERATED STRATONOVICH INTEGRALS CHRISTIAN BAYER
Introduction An adaptive algorithm for reflected diffusions
Ruckversicherung und Katastrophenbonds
Prof. Raul Tempone: Prof. Josef Teichmann
THE PROOF OF TCHAKALOFF'S THEOREM CHRISTIAN BAYER, JOSEF TEICHMANN
