Magnus Wiktorsson

Senior Lecturer, Docent

Research areas and keywords

UKÄ subject classification

  • Probability Theory and Statistics
  • Computational Mathematics



My main interest is the simulation and approximation of stochastic processes especially stochastic differential equations and Levy processes. These processes are important building block for models in mathematical finance which are another of my research interests. See the Mathematical finance research group.

Recent research outputs

Tomas Ekström, Burke, S. & Magnus Wiktorsson, 2020, (Submitted) NSB.

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

von Sydow, L., Milovanović, S., Larsson, E., In't Hout, K., Magnus Wiktorsson, Oosterlee, C. W., Shcherbakov, V., Wyns, M., Leitao, A., Jain, S., Haentjens, T. & Waldén, J., 2019, In : International Journal of Computer Mathematics.

Research output: Contribution to journalArticle

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