Peter Hepperger

From MaRDI portal
Person:665442

Available identifiers

zbMath Open hepperger.peterMaRDI QIDQ665442

List of research outcomes





PublicationDate of PublicationType
Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options2018-12-13Paper
NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION2012-11-22Paper
Hedging electricity swaptions using partial integro-differential equations2012-03-05Paper
A Forward Approach to Numerical Data Assimilation2010-08-16Paper
Option Pricing in Hilbert Space-Valued Jump-Diffusion Models Using Partial Integro-Differential Equations2010-08-11Paper

Research outcomes over time

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