Publications - Felix Kastner, M.Sc.

2023

• Rößler, A., Kastner, F. An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox Numer. Algorithms, Vol. 93, No1, 27-66 (link, arXiv, Julia Software LevyArea.jl, Matlab Software LevyArea.m)