Markus Siebenmorgen

Available identifiers

zbMath Open siebenmorgen.markusMaRDI QIDQ342893

List of research outcomes

Publication	Date of Publication	Type
Smoothing the payoff for efficient computation of Basket option prices	2018-11-14	Paper
Novel results for the anisotropic sparse grid quadrature	2018-06-01	Paper
On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion	2017-01-04	Paper
Combination technique based \(k\)-th moment analysis of elliptic problems with random diffusion	2016-12-05	Paper
Analysis of the domain mapping method for elliptic diffusion problems on random domains	2016-11-18	Paper
Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient	2016-07-22	Paper
Efficient approximation of random fields for numerical applications.	2016-02-01	Paper

Research outcomes over time

This page was built for person: Markus Siebenmorgen