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 |
|---|---|---|
| Low-dimensional partial integro-differential equations for high-dimensional Asian options Inspired by Finance | 2018-12-13 | Paper |
| NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION International Journal of Theoretical and Applied Finance | 2012-11-22 | Paper |
| Hedging electricity swaptions using partial integro-differential equations Stochastic Processes and their Applications | 2012-03-05 | Paper |
| A forward approach to numerical data assimilation SIAM Journal on Scientific Computing | 2010-08-16 | Paper |
| Option pricing in Hilbert space-valued jump-diffusion models using partial integro-differential equations SIAM Journal on Financial Mathematics | 2010-08-11 | Paper |
Research outcomes over time
This page was built for person: Peter Hepperger
