Higher Strong Order Methods for Itô SDEs on Matrix Lie Groups. - Michelle Muniz; Matthias Ehrhardt 001; Michael Günther 005; Renate Winkler (CoRR, 2021)

Geometric integration on Lie groups using the Cayley transform with focus on Lattice QCD. - Michèle Wandelt; Michael Günther 005; Michelle Muniz (J. Comput. Appl. Math., 2021)

A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups. - Kevin Kamm; Michelle Muniz (CoRR, 2022)

Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups. - Kevin Kamm; Michelle Muniz (CoRR, 2022)