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)

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)