Concepedia

Magnus Wiktorsson

MW

11

Publications

452

Citations

11

H-Index

2001

Active since

Affiliations

Lund University(Current)

Centrum Wiskunde & Informatica

Statistics Sweden

University of California, Berkeley

Institute of Mathematical Statistics

Magnus Wiktorsson is an author at Lund University specializing in engineering, modeling and simulation, and stochastic calculus.

Top concepts

EngineeringStochastic CalculusModeling And SimulationProbabilityEntomologyComputer ScienceNumerical AnalysisStochastic AnalysisUncertainty QuantificationMultivariate Stochastic Volatility

Publications per year

2001–2021

11

Publications

11

Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions

Magnus Wiktorsson · The Annals of Applied Probability · 2001 · 134 citations · Full text

Engineering, Stochastic Analysis, Stochastic Phenomenon +17

BENCHOP – The BENCHmarking project in option pricing

Lina von Sydow, Lars Josef Höök, Elisabeth Larsson et al. · International Journal of Computer Mathematics · 2015 · 63 citations · Full text

Sequential calibration of options

Erik Lindström, Jonas Ströjby, Mats Brodén et al. · Computational Statistics & Data Analysis · 2007 · 49 citations

Mathematical Programming, Sensor Calibration, Engineering +5

On the simulation of iterated Itô integrals

Tobias Rydén, Magnus Wiktorsson · Stochastic Processes and their Applications · 2001 · 46 citations

Integrable Probability, Iterated Itô Integrals, Stochastic Calculus +2

Irregular walks and loops combines in small-scale movement of a soil insect: implications for dispersal biology

Göran Bengtsson, Elna J. K. Nilsson, Tobias Rydén et al. · Journal of Theoretical Biology · 2004 · 42 citations

Biology, Pattern Formation, Irregular Walks +5

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