Gabriel Lord

Affiliations:

Radboud University, Nijmegen, The Netherlands

According to our database¹, Gabriel Lord authored at least 4 papers between 2022 and 2024.

Collaborative distances:

Dijkstra number² of six.
Erdős number³ of five.

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PhD thesis

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Bibliography

2024

Convergence of a exponential tamed method for a general interest rate model.

[BibT_eX]

[DOI]

Gabriel Lord

Mengchao Wang

Appl. Math. Comput., April, 2024

2022

Convergence of a splitting method for a general interest rate model.

[BibT_eX]

[DOI]

Gabriel Lord

Mengchao Wang

CoRR, 2022

Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs.

[BibT_eX]

[DOI]

Gabriel Lord

Andreas Petersson

CoRR, 2022

The heat modulated infinite dimensional Heston model and its numerical approximation.

[BibT_eX]

[DOI]

CoRR, 2022

Gabriel Lord

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