Michael D. Marcozzi

Available identifiers

zbMath Open marcozzi.michael-dMaRDI QIDQ442746

List of research outcomes

Publication	Date of Publication	Type
Probabilistic interpretation of solutions of linear ultraparabolic equations	2019-11-19	Paper
Well-posedness of linear ultraparabolic equations on bounded domains	2018-04-18	Paper
Optimal control of ultradiffusion processes with application to mathematical finance	2015-03-25	Paper
Asset liquidity and the valuation of derivative securities	2012-08-03	Paper
An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options	2011-05-17	Paper
On the valuation of interest rate products under multi-factor HJM term-structures	2009-10-09	Paper
Extrapolation discontinuous Galerkin method for ultraparabolic equations	2009-02-25	Paper
Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management	2008-11-06	Paper
On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance	2008-04-09	Paper
Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty	2008-01-04	Paper
https://portal.mardi4nfdi.de/entity/Q4651334	2005-02-21	Paper
A numerical analysis of variational valuation techniques for derivative securities	2005-01-17	Paper
On the Valuation of Asian Options by Variational Methods	2004-01-20	Paper
On the approximation solvability of a class of strongly nonlinear elliptic problems on unbounded domains	2003-03-11	Paper
On the use of boundary conditions for variational formulations arising in financial mathematics.	2003-01-28	Paper
On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics	2001-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q3841947	1999-06-27	Paper
Variational methods for the potential flow past an airfoil	1998-08-20	Paper
On the approximate solvability of a strongly nonlinear transmission problem from macrobiology	1998-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q4871112	1996-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4326715	1995-03-22	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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