Norbert Hofmann

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

This page was built for person: Norbert Hofmann