Sebastian Schlenkrich

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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!

PublicationDate of PublicationType
Computation of shape derivatives in electromagnetic shaping by algorithmic differentiation
Journal of Mathematical Study
2020-08-12Paper
Accurate vega calculation for Bermudan swaptions
Novel Methods in Computational Finance
2019-02-28Paper
Efficient similarity factorization of rank-1 modifications
PAMM
2018-07-26Paper
Adjoint-based quasi-Newton methods for nonlinear equations2018-02-26Paper
Efficient calibration of the Hull White model
Optimal Control Applications & Methods
2013-11-26Paper
scientific article; zbMATH DE number 6202399 (Why is no real title available?)2013-08-28Paper
On the local convergence of adjoint Broyden methods
Mathematical Programming. Series A. Series B
2010-02-19Paper
Global convergence of quasi-Newton methods based on adjoint Broyden updates
Applied Numerical Mathematics
2009-04-15Paper
Optimalr-order of an adjoint Broyden method without the assumption of linearly independent steps
Optimization Methods & Software
2008-11-19Paper


Research outcomes over time


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