Markus Holtz

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
Sparse grid quadrature in high dimensions with applications in finance and insurance Lecture Notes in Computational Science and Engineering	2010-11-25	Paper
Dimension-wise integration of high-dimensional functions with applications to finance Journal of Complexity	2010-10-11	Paper
Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance Insurance Mathematics & Economics	2009-06-10	Paper
A general asset-liability management model for the efficient simulation of portfolios of life insurance policies Insurance Mathematics & Economics	2009-01-28	Paper
Valuation of performance-dependent options in a Black-Scholes framework	2008-07-29	Paper
B‐Spline‐Based Monotone Multigrid Methods SIAM Journal on Numerical Analysis	2008-06-19	Paper
Valuation of Performance‐Dependent Options Applied Mathematical Finance	2008-05-22	Paper

Research outcomes over time

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