Oleg Reichmann

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All published works

Action	Title	Year	Authors
+ PDF Chat	Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations	2019	Leif Döring Lukas Gonon David J. Prömel Oleg Reichmann
+ PDF Chat	On Skorokhod embeddings and Poisson equations	2019	Leif Döring Lukas Gonon David J. Prömel Oleg Reichmann
+	Dirichlet Forms and Finite Element Methods for the SABR Model	2018	Blanka Horvath Oleg Reichmann
+ PDF Chat	Dirichlet Forms and Finite Element Methods for the SABR Model	2018	Blanka Horvath Oleg Reichmann
+	Dirichlet Forms and Finite Element Methods for the SABR Model	2018	Blanka Horvath Oleg Reichmann
+	A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty	2016	Giuseppe Maria Coclite Oleg Reichmann Nils Henrik Risebro
+	A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting	2015	Andrea Barth Santiago Moreno–Bromberg Oleg Reichmann
+	Low-rank tensor structure of linear diffusion operators in the TT and QTT formats	2013	Vladimir Kazeev Oleg Reichmann Christoph Schwab
+	Multidimensional Diffusion Models	2013	Norbert Hilber Oleg Reichmann Christoph Schwab Christoph Winter
+	Stochastic Volatility Models with Jumps	2013	Norbert Hilber Oleg Reichmann Christoph Schwab Christoph Winter
+	Elements of Numerical Methods for PDEs	2013	Norbert Hilber Oleg Reichmann Christoph Schwab Christoph Winter
+	hp-DG-QTT solution of high-dimensional degenerate diffusion equations	2012	Vladimir Kazeev Oleg Reichmann Christoph Schwab
+ PDF Chat	hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES	2011	Daniele Marazzina Oleg Reichmann Christoph Schwab
+ PDF Chat	Wavelet solution of variable order pseudodifferential equations	2009	Reinhold Schneider Oleg Reichmann C. Schwab

Common Coauthors

Coauthor	Papers Together
Christoph Schwab	6
Blanka Horvath	3
Norbert Hilber	3
David J. Prömel	2
Leif Döring	2
Vladimir Kazeev	2
Christoph Winter	2
Lukas Gonon	2
Santiago Moreno-Bromberg	1
Andrea Barth	1
Daniele Marazzina	1
Nils Henrik Risebro	1
C. Schwab	1
Reinhold Schneider	1
Christoph Winter	1
Giuseppe Maria Coclite	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On Kolmogorov equations for anisotropic multivariate Lévy processes	2009	Nils Reich C. Schwab Christoph Winter	5
+ PDF Chat	Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems	2007	Christoph Reisinger Gabriel Wittum	3
+	Levy Processes and Infinitely Divisible Distributions	1999	Ken‐iti Sato	3
+	A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models	2005	Rama Cont Ekaterina Voltchkova	3
+	O(dlog N)-Quantics Approximation of N-d Tensors in High-Dimensional Numerical Modeling	2011	Boris N. Khoromskij	2
+ PDF Chat	Exponential convergence of<i>hp</i>quadrature for integral operators with Gevrey kernels	2010	Alexey Chernov Tobias von Petersdorff Christoph Schwab	2
+ PDF Chat	Weighted norm inequalities for the Hardy maximal function	1972	Benjamin Muckenhoupt	2
+ PDF Chat	Partial Differential Equations	1988	Shiing-Shen Chern	2
+	Diffusions, Markov Processes, and Martingales	2000	L. C. G. Rogers David Williams	2
+ PDF Chat	Skorokhod imbedding via stochastic integrals	1983	Richard F. Bass	2
+ PDF Chat	From local volatility to local Lévy models	2004	Marc Yor Peter Carr Hélyette Geman Dilip B. Madan	2
+ PDF Chat	Can time-homogeneous diffusions produce any distribution?	2011	Erik Ekström David Hobson Svante Janson Johan Tysk	2
+	Tensor-Train Decomposition	2011	Ivan Oseledets	2
+ PDF Chat	hp-Discontinuous Galerkin time stepping for parabolic problems	2001	T. Werder K. Gerdes Dominik Schötzau C. Schwab	2
+ PDF Chat	Time-homogeneous diffusions with a given marginal at a random time	2010	Alexander M. G. Cox David Hobson Jan Obłój	2
+	Markov Processes: Characterization and Convergence.	1987	Andris Abakuks S. N. Ethier Thomas G. Kurtz	2
+	Approximation of matrices with logarithmic number of parameters	2009	Ivan Oseledets	2
+ PDF Chat	Preconditioned Low-Rank Methods for High-Dimensional Elliptic PDE Eigenvalue Problems	2011	Daniel Kreßner Christine Tobler	2
+ PDF Chat	Pseudo Differential Operators and Markov Processes	2001	N. Jacob	2
+ PDF Chat	Energy image density property and the lent particle method for Poisson measures	2009	Nicolas Bouleau Laurent Denis	2
+	Fast Ninomiya–Victoir calibration of the double-mean-reverting model	2013	Christian Bayer Jim Gatheral Morten Karlsmark	2
+ PDF Chat	Uniqueness in law for pure jump Markov processes	1988	Richard F. Bass	2
+	Semigroups of Linear Operators and Applications to Partial Differential Equations	1983	A. Pazy	2
+ PDF Chat	Hierarchical Singular Value Decomposition of Tensors	2010	Lars Grasedyck	2
+ PDF Chat	Wavelet Discretizations of Parabolic Integrodifferential Equations	2003	Tobias von Petersdorff C. Schwab	2
+	The local regularity of solutions of degenerate elliptic equations	1982	Eugene B. Fabes Carlos E. Kenig Raul Serapioni	2
+ PDF Chat	A New Scheme for the Tensor Representation	2009	Wolfgang Hackbusch Simone Kühn	2
+	Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions	2009	Ivan Oseledets E. E. Tyrtyshnikov	2
+ PDF Chat	Shapes of Implied Volatility with Positive Mass at Zero	2017	Stefano De Marco Caroline Hillairet Antoine Jacquier	2
+	Low-Rank Explicit QTT Representation of the Laplace Operator and Its Inverse	2012	Vladimir Kazeev Boris N. Khoromskij	2
+	The strong Kronecker product	1994	Warwick de Launey Jennifer Seberry	1
+ PDF Chat	Option Pricing in Multivariate Stochastic Volatility Models of OU Type	2012	Johannes Muhle‐Karbe Oliver Pfaffel Robert Stelzer	1
+ PDF Chat	Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations	2024	Sonja Cox Martin Hutzenthaler Arnulf Jentzen	1
+	The Variance Gamma (V.G.) Model for Share Market Returns	1990	Dilip B. Madan E. Seneta	1
+ PDF Chat	On solutions of one-dimensional stochastic differential equations without drift	1985	H. J. Engelbert Wolfgang M. Schmidt	1
+	Non-Homogeneous Boundary Value Problems and Applications	1973	J. L. Lions Enrico Magenes	1
+	Introduction to the Theory of (Non-Symmetric) Dirichlet Forms	1992	Zhi-Ming Ma Michael Röckner	1
+	Real and Complex Analysis.	1987	G. A. Garreau Walter Rudin	1
+ PDF Chat	Wavelets with patchwise cancellation properties	2006	Helmut Harbrecht Rob Stevenson	1
+	Tensor Decompositions and Applications	2009	Tamara G. Kolda Brett W. Bader	1
+	C 1 , 1 regularity for degenerate elliptic obstacle problems in mathematical finance	2012	Panagiota Daskalopoulos Paul M. N. Feehan	1
+ PDF Chat	Time‐Dependent Problems and Difference Methods	2013	Bertil Gustafsson Heinz‐Otto Kreiss Joseph Oliger	1
+	Dirichlet Forms and Analysis on Wiener Space	1991	Nicolas Bouleau Francis Hirsch	1
+ PDF Chat	Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance	2005	Ana-Maria Matache Christoph Schwab Thomas P. Wihler	1
+	Numerical Solution of the Hartree–Fock Equation in Multilevel Tensor-Structured Format	2011	Boris N. Khoromskij Venera Khoromskaia Heinz‐Jürgen Flad	1
+ PDF Chat	On an Explicit Skorokhod Embedding for Spectrally Negative Lévy Processes	2008	Jan Obłój Martijn Pistorius	1
+ PDF Chat	Diffusion processes associated with L�vy generators	1975	Daniel W. Stroock	1
+	Optimized general sparse grid approximation spaces for operator equations	2009	Michael Griebel S. Knapek	1
+	Approximation of $2^d\times2^d$ Matrices Using Tensor Decomposition	2010	Ivan Oseledets	1
+	Finite element methods for linear hyperbolic problems	1984	Claes Johnson Uno Nävert Juhani Pitkäranta	1