MS18 - Numerical treatment of stochastic differential equationsOrganized by: Kristian Debrabant, Andreas Rößler
Discretizing the Heston model: an analysis of the weak convergence rate
Stability Issues in the Numerical Treatment of Stochastic Differential Equations
Fully discrete approximation of one-dimensional stochastic wave equations
Postprocessed integrators for the high order sampling of the invariant distribution of stiff SDEs and SPDEs.