| Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions M Wiktorsson The Annals of Applied Probability 11 (2), 470-487, 2001 | 184 | 2001 |
| On the simulation of iterated Itô integrals T Rydén, M Wiktorsson Stochastic processes and their applications 91 (1), 151-168, 2001 | 105 | 2001 |
| BENCHOP–The BENCHmarking project in option pricing L von Sydow, L Josef Höök, E Larsson, E Lindström, S Milovanović, ... International Journal of Computer Mathematics 92 (12), 2361-2379, 2015 | 77 | 2015 |
| Sequential calibration of options E Lindström, J Ströjby, M Brodén, M Wiktorsson, J Holst Computational Statistics & Data Analysis 52 (6), 2877-2891, 2008 | 61 | 2008 |
| Pricing of Some Exotic Options with NIG-Lévy Input S Rasmus, S Asmussen, M Wiktorsson Computational Science-ICCS 2004: 4th International Conference, Kraków …, 2004 | 42 | 2004 |
| Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology G Bengtsson, E Nilsson, T Rydén, M Wiktorsson Journal of Theoretical Biology 231 (2), 299-306, 2004 | 41 | 2004 |
| Fast simulated annealing in Rd with an application to maximum likelihood estimation in state-space models S Rubenthaler, T Rydén, M Wiktorsson Stochastic Processes and their Applications 119 (6), 1912-1931, 2009 | 28 | 2009 |
| Evaluating the impact of data quality on the accuracy of the predicted energy performance for a fixed building design using probabilistic energy performance simulations and … T Ekström, S Burke, M Wiktorsson, S Hassanie, LE Harderup, J Arfvidsson Energy and Buildings 249, 111205, 2021 | 27 | 2021 |
| Modelling the movement of a soil insect M Wiktorsson, T Rydén, E Nilsson, G Bengtsson Journal of Theoretical Biology 231 (4), 497-513, 2004 | 26 | 2004 |
| Statistical analysis of the influence of conspecifics on the dispersal of a soil Collembola G Bengtsson, T Rydén, MS Öhrn, M Wiktorsson Theoretical Population Biology 61 (2), 97-113, 2002 | 21 | 2002 |
| Simulation of stochastic integrals with respect to Lévy processes of type G M Wiktorsson Stochastic processes and their applications 101 (1), 113-125, 2002 | 13 | 2002 |
| Mapping of Domestic Hot Water Circulation Losses in Buildings–Preliminary Results from 134 Measurements S Burke, J von Seth, T Ekström, C Maljanovski, M Wiktorsson E3S Web of Conferences 172, 12009, 2020 | 9 | 2020 |
| Benchop–SLV: The benchmarking project in option pricing–stochastic and local volatility problems L von Sydow, S Milovanović, E Larsson, K In't Hout, M Wiktorsson, ... International Journal of Computer Mathematics 96 (10), 1910-1923, 2019 | 9 | 2019 |
| On the convergence of higher order hedging schemes: The delta-gamma case M Brodén, M Wiktorsson SIAM Journal on Financial Mathematics 2 (1), 55-78, 2011 | 7 | 2011 |
| Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes S Rubenthaler, M Wiktorsson Stochastic processes and their applications 108 (1), 1-26, 2003 | 7 | 2003 |
| Wavelet analysis of in-cylinder LDV velocity measurements M Wiktorsson, B Lindoff, B Johansson, F Soderberg SAE Technical Paper, 1996 | 7 | 1996 |
| Method for Probabilistic Energy Calculations—Passive House Case Study S Burke, J Kronvall, M Wiktorsson, P Sahlin, A Ljungberg Cold Climate HVAC 2018: Sustainable Buildings in Cold Climates, 645-652, 2019 | 6 | 2019 |
| Method for probabilistic energy calculations–variable parameters S Burke, J Kronvall, M Wiktorsson, P Sahlin Energy Procedia 132, 3-8, 2017 | 6 | 2017 |
| Method for probabilistic energy use in residential buildings (Beräkningsmetod för sannolik energianvändning i bostadshus) in Swedish S Burke, J Kronvall, M Wiktorsson, P Sahlin, A Ljungberg | 4 | 2017 |
| Notes on the BENCHOP implementations for the Fourier Gauss Laguerre FGL method M Wiktorsson | 4 | 2015 |
Elisabeth LarssonProfessor of Scientific Computing, Uppsala UniversityVerified email at it.uu.se
