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Oleg Reichmann
Oleg Reichmann
SNB
Email verificata su snb.ch
Titolo
Citata da
Citata da
Anno
Low-rank tensor structure of linear diffusion operators in the TT and QTT formats
V Kazeev, O Reichmann, C Schwab
Linear Algebra and its Applications 438 (11), 4204-4221, 2013
562013
Wavelet solution of variable order pseudodifferential equations
R Schneider, O Reichmann, C Schwab
Calcolo 47 (2), 65-101, 2010
292010
hp-DG-QTT solution of high-dimensional degenerate diffusion equations
V Kazeev, O Reichmann
ETH-Zürich, 2012
202012
Pricing electricity derivatives on an hourly basis
N Branger, O Reichmann, M Wobben
The Journal of Energy Markets 3 (3), 51, 2010
182010
A non-stationary model of dividend distribution in a stochastic interest-rate setting
A Barth, S Moreno–Bromberg, O Reichmann
Computational Economics 47 (3), 447-472, 2016
152016
A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty
GM Coclite, O Reichmann, NH Risebro
SIAM Journal on Numerical Analysis 54 (2), 588-605, 2016
112016
Optimal space–time adaptive wavelet methods for degenerate parabolic PDEs
O Reichmann
Numerische Mathematik 121 (2), 337-365, 2012
92012
hp-DGFEM for Kolmogorov–Fokker–Planck equations of multivariate Lévy processes
D Marazzina, O Reichmann, C Schwab
Mathematical Models and Methods in Applied Sciences 22 (01), 1150005, 2012
82012
Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing
O Reichmann, C Schwab
Lévy matters I, 137-196, 2010
8*2010
Valuation of physical transmission rights—An analysis of electricity cross-border capacities between Germany and the Netherlands
M Wobben, B Dieckmann, O Reichmann
Energy Policy 42, 174-180, 2012
72012
Bewertung von Flexibilität in freien Stromhandelssystemen unter Berücksichtigung von Sprüngen
O Reichmann
Westfälische Wilhelms-Universität: Diploma Thesis, Münster, 2008
42008
Wavelet solution of degenerate Kolmogoroff forward equations for exotic contracts in finance
O Reichmann, C Schwab
Recent Developments in Computational Finance: Foundations, Algorithms and …, 2013
22013
Bewertung von physischen Übertragungsrechten—Eine Analyse der Grenzkuppelstellen zwischen Deutschland und den Niederlanden
B Dieckmann, O Reichmann, M Wobben
Zeitschrift für Energiewirtschaft 32 (4), 254-261, 2008
22008
On Skorokhod Embeddings and Poisson Equations
OR Leif Döring, Lukas Gonon, David J. Prömel
https://arxiv.org/abs/1703.05673, 2017
2017
Lévy Models
N Hilber, O Reichmann, C Schwab, C Winter
Computational Methods for Quantitative Finance, 123-143, 2013
2013
Multidimensional Feller Processes
N Hilber, O Reichmann, C Schwab, C Winter
Computational Methods for Quantitative Finance, 247-267, 2013
2013
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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