Siebenmorgen, Markus
- Novel results for the anisotropic sparse grid quadrature
2015/09/18 by Haji-Ali, Abdul-Lateef, Harbrecht, Helmut, Peters, Michael +1 · 2 citations
#60H25 #65C30 #65D30 #FOS: Mathematics #Numerical Analysis (math.NA)
- Smoothing the payoff for efficient computation of Basket option prices
2016/07/19 by Bayer, Christian, Siebenmorgen, Markus, Tempone, Raul · 1 citation
#65C20 #65D30 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA)