1. A forward equation for barrier options under the Brunick & Shreve Markovian projection. Issue 6 (2nd June 2016) Authors: Hambly, Ben; Mariapragassam, Matthieu; Reisinger, Christoph Journal: Quantitative finance Issue: Volume 16:Issue 6(2016) Page Start: 827 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities. (1st July 2021) Authors: Reisinger, Christoph; Zhang, Yufei Journal: Computers & mathematics with applications Issue: Volume 93(2021) Page Start: 199 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Detecting and Repairing Arbitrage in Traded Option Prices. Issue 5 (2nd September 2020) Authors: Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng Journal: Applied mathematical finance Issue: Volume 27:Issue 5(2020) Page Start: 345 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems. (1st April 2020) Authors: Picarelli, Athena; Reisinger, Christoph Journal: Computers & mathematics with applications Issue: Volume 79:issue 7(2020) Page Start: 2099 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems. (27th January 2021) Authors: Bao, Jianhai; Reisinger, Christoph; Ren, Panpan; Stockinger, Wolfgang Journal: Proceedings Issue: Volume 477:Number 2245(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems. (6th January 2021) Authors: Bao, Jianhai; Reisinger, Christoph; Ren, Panpan; Stockinger, Wolfgang Journal: Proceedings Issue: Volume 477:Number 2245(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process. (29th October 2018) Authors: Cozma, Andrei; Reisinger, Christoph Journal: IMA journal of numerical analysis Issue: Volume 40:Number 1(2020) Page Start: 358 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling. Issue 5 (2nd November 2018) Authors: Kaushansky, Vadim; Lipton, Alexander; Reisinger, Christoph Journal: Applied mathematical finance Issue: Volume 25:Issue 5/6(2018) Page Start: 434 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Transition probability of Brownian motion in the octant and its application to default modelling. Issue 5 (2nd November 2018) Authors: Kaushansky, Vadim; Lipton, Alexander; Reisinger, Christoph Journal: Applied mathematical finance Issue: Volume 25:Issue 5/6(2018) Page Start: 434 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗