Efficient Strong Integrators for Linear Stochastic Systems. - Gabriel J. Lord; Simon J. A. Malham; Anke Wiese (SIAM J. Numer. Anal., 2008)

Stochastic Lie Group Integrators. - Simon J. A. Malham; Anke Wiese (SIAM J. Sci. Comput., 2008)

Series Expansions and Direct Inversion for the Heston Model. - Simon J. A. Malham; Jiaqi Shen; Anke Wiese (SIAM J. Financial Math., 2021)