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- 2021
-
Mark
The effects of joints on the moisture behaviour of rain exposed wood: a numerical study with experimental validation
(
- Contribution to journal › Article
- 2003
-
Mark
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes
(
- Contribution to journal › Article
- 2001
-
Mark
Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions
(
- Contribution to journal › Article
-
Mark
On the simulation of iterated Itô integrals
(
- Contribution to journal › Article