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Chen, A.; Hieber, P.
Optimal Asset Allocation in Life Insurance: The Impact of Regulation.
ASTIN Bulletin
2016
No. 3
Vol. 46
605-626
Gaß, M.; Glau, K.
Convergence Analysis of Galerkin Methods for Non-Coercive Linear Parabolic PIDEs
Working Paper
2016
Gaß, M.; Glau, K.
Convergence Analysis of Galerkin Methods for Option Pricing in Time-inhomogeneous Lévy models
Working Paper
2016
Glau, K.; Mahlstedt, M.
Improved error bound for multivariate Chebyshev polynomial interpolation
Working Paper
2016
Burkovska, O.; Glau, K.; Mahlstedt, M.; Wohlmuth, B.
Model reduction for calibration of American options
Working Paper
2016
Burkovska, O.; Gaß, M.; Glau,K.; Mahlstedt, M.; Schoutens, W.; Wohlmuth, B.
Calibration to American Options: Numerical Investigation of the de-Americanization
Working Paper
2016
Durante, F.; Puccetti, G.; Scherer, M.; Vanduffel, S.
Distributions with given marginals: the beginnings
Dependence Modeling
2016
4
237–250
Criens, D.; Glau, K.
Martingale Property in Terms of Semimartingale Problems
Working Paper
2016
Gaß, M.; Glau, K.
A Flexible Galerkin Scheme for Option Pricing in Lévy Models
Working Paper
2016
Gaß, Maximilian
PIDE methods and concepts for parametric option pricing
2016
Dissertation
277 p.
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