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