Thomas Önskog

According to our database, Thomas Önskog authored at least 2 papers between 2009 and 2010.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of six.

2010

Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations.

Kaj Nyström, Thomas Önskog

J. Comput. Appl. Math., 2010

2009

On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains.

Kaj Nyström, Thomas Önskog

Monte Carlo Methods Appl., 2009