Markus Holtz

From MaRDI portal
Person:608137

Available identifiers

zbMath Open holtz.markusMaRDI QIDQ608137

List of research outcomes





PublicationDate of PublicationType
Sparse grid quadrature in high dimensions with applications in finance and insurance2010-11-25Paper
Dimension-wise integration of high-dimensional functions with applications to finance2010-10-11Paper
Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance2009-06-10Paper
A general asset-liability management model for the efficient simulation of portfolios of life insurance policies2009-01-28Paper
https://portal.mardi4nfdi.de/entity/Q35157602008-07-29Paper
B‐Spline‐Based Monotone Multigrid Methods2008-06-19Paper
Valuation of Performance‐Dependent Options2008-05-22Paper

Research outcomes over time

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