Christoph Reisinger

Christoph Reisinger

University of Oxford - Oxford / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1041722
person_outline Christoph Reisinger's MOST POPULAR ARTICLES
1-) Efficient hierarchical approximation of high-dimensional option pricing problemsC Reisinger, G WittumSIAM Journal on Scientific Computing 29 (1), 440-458, 20071292007
2-) Numerische Methoden für hochdimensionale parabolische Gleichungen am Beispiel von OptionspreisaufgabenC Reisinger972004
3-) Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in financeMB Giles, C ReisingerSIAM Journal on Financial Mathematics 3 (1), 572-592, 2012782012
4-) Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systemsC Reisinger, Y ZhangAnalysis and Applications 18 (06), 951-999, 2020892020
5-) Stochastic evolution equations in portfolio credit modellingN Bush, BM Hambly, H Haworth, L Jin, C ReisingerSIAM Journal on Financial Mathematics 2 (1), 627-664, 2011852011