Greig Smith

Identifiers

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Papers (4)

1. An unbiased Ito type stochastic representation for transport PDEs: A Toy Example math.PR · 2018 · author #2
2. Importance sampling for McKean-Vlasov SDEs math.PR · 2018 · author #2
3. Hybrid PDE solver for data-driven problems and modern branching math.NA · 2017 · author #3
4. Robust and Consistent Estimation of Generators in Credit Risk q-fin.RM · 2017 · author #1

Mentions

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Frequent Coauthors

• Goncalo dos Reis 3 shared papers
• Francisco Bernal 1 shared papers
• Gon\c{c}alo dos Reis 1 shared papers
• Peter Tankov 1 shared papers