The following pages link to Oleg Reichmann (Q389697):
Displayed 12 items.
- Low-rank tensor structure of linear diffusion operators in the TT and QTT formats (Q389698) (← links)
- Item:Q389697 (redirect page) (← links)
- Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs (Q431301) (← links)
- Wavelet solution of variable order pseudodifferential equations (Q987714) (← links)
- Computational methods for quantitative finance. Finite element methods for derivative pricing (Q1935212) (← links)
- Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations (Q2224954) (← links)
- On Skorokhod embeddings and Poisson equations (Q2330463) (← links)
- A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty (Q2796853) (← links)
- Wavelet solution of degenerate Kolmogoroff forward equations for exotic contracts in finance (Q2849678) (← links)
- hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES (Q2891185) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- Dirichlet Forms and Finite Element Methods for the SABR Model (Q4579839) (← links)