Person:192031

Available identifiers

zbMath Open hofmann.norbertMaRDI QIDQ192031

List of research outcomes

Publication	Date of Publication	Type
A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag	2006-10-25	Paper
On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations	2004-11-23	Paper
Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.	2004-10-27	Paper
Approximating Large Diversified Portfolios	2003-02-02	Paper
Linear vs standard information for scalar stochastic differential equations	2002-09-30	Paper
The optimal discretization of stochastic differential equations	2001-07-23	Paper
Optimal approximation of stochastic differential equations by adaptive step-size control	2000-05-22	Paper
Option Pricing Under Incompleteness and Stochastic Volatility	1997-08-31	Paper
Extrapolation Methods for the Weak Approximation of Ito Diffusions	1997-07-08	Paper
On quasi-Monte Carlo simulation of stochastic differential equations	1997-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q4890533	1996-12-05	Paper
https://portal.mardi4nfdi.de/entity/Q4865433	1996-02-13	Paper
Stability of weak numerical schemes for stochastic differential equations	1995-10-31	Paper
Stability of weak numerical schemes for stochastic differential equations	1995-04-09	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Norbert Hofmann