Maria Siopacha

Identifiers

• name variant Maria Siopacha 0.60 · backfill

Papers (2)

1. Strong Taylor approximation of stochastic differential equations and application to the L\'evy LIBOR model math.PR · 2009 · author #2
2. Weak and Strong Taylor methods for numerical solutions of stochastic differential equations q-fin.CP · 2007 · author #1

Mentions

• 0906.5581 #2 · backfill · confidence 0.70 Maria Siopacha
• 0704.0745 #1 · backfill · confidence 0.70 Maria Siopacha

Frequent Coauthors

• Antonis Papapantoleon 1 shared papers
• Josef Teichmann 1 shared papers