Markus Siebenmorgen

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
Smoothing the payoff for efficient computation of Basket option prices Quantitative Finance	2018-11-14	Paper
Smoothing the payoff for efficient computation of Basket option prices Quantitative Finance	2018-11-14	Paper
Novel results for the anisotropic sparse grid quadrature Journal of Complexity	2018-06-01	Paper
On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion Mathematics of Computation	2017-01-04	Paper
Combination technique based \(k\)-th moment analysis of elliptic problems with random diffusion Journal of Computational Physics	2016-12-05	Paper
Analysis of the domain mapping method for elliptic diffusion problems on random domains Numerische Mathematik	2016-11-18	Paper
Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient SIAM/ASA Journal on Uncertainty Quantification	2016-07-22	Paper
Efficient approximation of random fields for numerical applications. Numerical Linear Algebra with Applications	2016-02-01	Paper

Research outcomes over time

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