Oleg Reichmann

Available identifiers

Publication	Date of Publication	Type
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations	2021-02-04	Paper
On Skorokhod embeddings and Poisson equations	2019-10-22	Paper
Dirichlet Forms and Finite Element Methods for the SABR Model	2018-08-10	Paper
A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty	2016-03-30	Paper
Low-rank tensor structure of linear diffusion operators in the TT and QTT formats	2014-01-21	Paper
Wavelet solution of degenerate Kolmogoroff forward equations for exotic contracts in finance	2013-09-24	Paper
Computational methods for quantitative finance. Finite element methods for derivative pricing	2013-02-13	Paper
Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs	2012-06-26	Paper
hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES	2012-06-13	Paper
Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing	2011-03-02	Paper
Wavelet solution of variable order pseudodifferential equations	2010-08-13	Paper

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