The heat modulated infinite dimensional Heston model and its numerical approximation. - Fred Espen Benth; Gabriel Lord; Giulia Di Nunno; Andreas Petersson (CoRR, 2022)

Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs. - Gabriel Lord; Andreas Petersson (CoRR, 2022)

Convergence of a splitting method for a general interest rate model. - Gabriel Lord; Mengchao Wang (CoRR, 2022)

Convergence of a exponential tamed method for a general interest rate model. - Gabriel Lord; Mengchao Wang (Appl. Math. Comput., 2024)