| [1] |
Sparse Grids in Computational Finance, Workshop Nonlinear and Adaptive Approximation in High Dimensions , Bad Honnef, Germany, December 10-15, 2007. |
| [2] |
Numerical Valuation of Performance-Dependent Options, ICIAM 07 - International Congress on Industrial and Applied Mathematics, Zürich, Switzerland, July 16-20, 2007. |
| [3] |
Fair and Efficient Valuation of Executive Stock Options, HDA07 - Second Workshop on High-dimensional Approximation, Canberra, Australia, February 19-23, 2007. |
| [4] |
Valuation of performance-dependent options in a Black-Scholes framework, NMF2006 - International Conference on Numerical Methods for Finance, Dublin, Ireland, June 7-9, 2006. |
| [5] |
Valuation of Performance-Dependent Options, Numerical Methods in Finance. An Amamef Conference., INRIA-Rocquencourt, France, February 1-3, 2006. |
| [6] |
Valuation of performance-dependent options. Part I: Framework and computation using sparse grid quadrature, Workshop on High-dimensional Approximation, Canberra, Australia, February 14-17, 2005. |
| [7] |
Numerical Option Pricing based on Sparse Grid Quadrature, Workshop Advanced Mathematical Methods for Finance, Munich, Germany, October 28-29, 2004. |
| [8] |
View-dependent isosurface extraction from volume data, Workshop on Geometric Modeling and Differential Geometry, Erbach, September 29 - October 3, 2003. |
| [9] |
Topology- and Volume-Preserving Volume Simplification, Dagstuhl-Seminar on Scientific Visualization: Extracting Information and Knowledge from Scientific Data Sets, Dagstuhl, June 1-6, 2003. |
| [10] |
Dimension Reduction for Faster Pricing of Financial Derivatives, Workshop on Modelling and Computation in Financial Engineering, Bad Herrenalb, May 6-7, 2003. |
| [11] |
A Dimension-Adaptive Approach to Multivariate Numerical Integration, 19th GAMM-Seminar Leipzig on High-dimensional problems, Leipzig, Germany, January 23-25, 2003. |
| [12] |
A Case Study on Multiresolution Visualization of Local Rainfall from Weather Radar Measurements, IEEE Visualization 2002, Boston, USA, October 27 - November 1, 2002. |
| [13] |
Top--Down View--Dependent Terrain Triangulation using the Octagon Metric, Mathematische Methoden der Geometrischen Datenverarbeitung, Oberwolfach, Germany, October 20-26, 2002. |
| [14] |
Fast Multiresolution Extraction of Multiple Transparent Isosurfaces, VisSym '01 - Joint Eurographics - IEEE TCVG Symposium on Visualization, Ascona, Switzerland, May 28-30, 2001. |
| [15] |
Topology preserving and controlled topology simplifying multiresolution isosurface extraction, IEEE Visualization 2000, Salt Lake City, USA, October 8-13, 2000. |
| [16] |
Topologie-erhaltende Multiskalenverfahren zur interaktiven Visualisierung großer Datenmengen, Annual DMV Meeting, Dresden, Germany, September 18-22, 2000. |
| [17] |
Multiresolution visualisation of compressed large-scale data, 9th International Symposium on Spatial Data Handling SDH 2000, Beijing, China, August 10-12, 2000. |
| [18] |
Pricing of path- and performance-dependent options based on multivariate sparse grid quadrature, Ninth International Congress on Computational and Applied Mathematics ICCAM 2000, Leuven, Belgium, July 17-21, 2000. |
| [19] |
Error measurement in multiresolution digital elevation models, 4th International Symposium on Spatial Accuracy Assessment in Natural Resources and Environmental Sciences ACCURACY 2000, Amsterdam, The Netherlands, July 12-14, 2000. |
| [20] |
Multiresolution compression and visualization of large-scale data., International Springschool on Visualization, Bonn, Germany, March 20-24, 2000. |
| [21] |
Multiresolution compression and visualization of global topographic data, 1st Landform-Workshop LaFo99, Bonn, Germany, December 3-4, 1999. |
| [22] |
A Comparison of error indicators for multilevel visualization on nested grids, Joint EUROGRAPHICS - IEEE TCCG Symposium on Visualization, Vienna, Austria, May 26-28, 1999. |
| [23] |
Multiresolutional parallel isosurface extraction based on tetrahedral bisection, International Workshop on Volume Graphics, Swansea, UK, March 24-25, 1999. |
| [24] |
Sparse grid quadrature formulas for the solution of partial differential and integral equations, 11th International Conference on Domain Decomposition Methods, Greenwich, UK, July 20-24, 1998. |
| [25] |
Multivariate sparse grid integration and its applications, 3rd International Conference on Monte Carlo and Quasi-Monte Carlo Methods, Claremont, USA, June 22-26, 1998. |
| [26] |
High-dimensional sparse grid integration for the valuation of financial derivatives, Annual GAMM Meeting, Bremen, Germany, April 6-9, 1998. |
| [27] |
Adaptive hierarchical methods for landscape visualization, Learnshop on Scientific Visualization, Bonn, Germany, February 25-27, 1998. |
| [28] |
Adaptive Hierarchical Methods for Landscape Representation and Analysis, Workshop on Process Modelling and Landform Evolution, Bonn, February 17-18, 1997. |