Peter Hepperger
From MaRDI portal
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
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