Oleg Reichmann

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations Journal of Theoretical Probability	2021-02-04	Paper
On Skorokhod embeddings and Poisson equations The Annals of Applied Probability	2019-10-22	Paper
On Skorokhod embeddings and Poisson equations The Annals of Applied Probability	2019-10-22	Paper
Dirichlet forms and finite element methods for the SABR model SIAM Journal on Financial Mathematics	2018-08-10	Paper
A convergent difference scheme for a class of partial integro-differential equations modeling pricing under uncertainty SIAM Journal on Numerical Analysis	2016-03-30	Paper
Low-rank tensor structure of linear diffusion operators in the TT and QTT formats Linear Algebra and its Applications	2014-01-21	Paper
Wavelet solution of degenerate Kolmogoroff forward equations for exotic contracts in finance Recent Developments in Computational Finance	2013-09-24	Paper
Computational methods for quantitative finance. Finite element methods for derivative pricing Springer Finance	2013-02-13	Paper
Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs Numerische Mathematik	2012-06-26	Paper
\(hp\)-DGFEM for Kolmogorov-Fokker-Planck equations of multivariate Lévy processes M\(^3\)AS. Mathematical Models & Methods in Applied Sciences	2012-06-13	Paper
Numerical analysis of additive, Lévy and Feller processes with applications to option pricing Lecture Notes in Mathematics	2011-03-02	Paper
Wavelet solution of variable order pseudodifferential equations Calcolo	2010-08-13	Paper

Research outcomes over time

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