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Stefan Dirnstorfer

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Books and Theses

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2007
[b1]
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Stefan Dirnstorfer:
Mulitscale calculus with applications in quantitative finance (Multiskalenkalkül mit Anwendungen in der Finanzmathematik). Technical University of Munich, Germany, 2007

Journal Articles

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2003
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Hans-Joachim Bungartz, Stefan Dirnstorfer:
Multivariate Quadrature on Adaptive Sparse Grids. Computing 71(1): 89-114 (2003)

Conference and Workshop Papers

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2011
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Stefan Dirnstorfer:
Liquidizer. OKCon 2011
2004
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Hans-Joachim Bungartz, Stefan Dirnstorfer:
Higher Order Quadrature on Sparse Grids. International Conference on Computational Science 2004: 394-401

Informal and Other Publications

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2008
[i1]
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Stefan Dirnstorfer, Andreas J. Grau:
Accelerated Option Pricing in Multiple Scenarios. CoRR abs/0807.5120 (2008)

Coauthor Index

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