ACM:
** All papers by Frances Kuo
SIAM:
Burrage & Burrage - A Variable Stepsize Implementation for Stochastic Differential Equations
JSTOR:
Rumelin 1982 - Numerical Treatment of Stochastic Differential Equations
Saito 1996 - Stability Analysis of Numerical Schemes for Stochastic Differential Equations
Affine Term Structure Models and the Forward Premium Anomaly
David K. Backus, Silverio Foresi, Chris I. Telmer
Journal of Finance, Vol. 56, No. 1 (Feb., 2001), pp. 279-304
Janicki & Weron 1995 - Simulation and Chaotic Behaviour of $\alpha$-Stable Stochastic Processes
Springer/ScienceDirect:
Garcia 1997 - Generation of the Chapman–Enskog Distribution
Leobacher 2006 -
Stratified sampling and quasi-Monte Carlo simulation of Lévy processes
Hadjiconstantinou 2003 - Statistical error in particle simulations of hydrodynamic phenomena
McCullogh - On the accuracy of statistical procedures in Microsoft Excel 2000 and Excel XP
Elsevier:
Fotopoulos 2006 - Non-linear properties of conditional returns under scale mixtures
J. Lehn, A. Rößler and O. Schein 2001 - Adaptive schemes for the numerical solution of SDEs—a comparison
Others:
Lyness 1989 - An Introduction to Lattice Rules and their Generator Matrices
Tsallis - Nonextensive statistical mechanics - An introduction
Cao, L.J. Chong, W.K. 2002 - Feature extraction in support vector machine: a comparison of PCA, XPCA and ICA
Books:
Ekeland, Ivar The Best of All Possible Worlds: Mathematics and
destiny. 208 p., 17 halftones, 10 line drawings. 6 x 9 2006