Philipp Dörsek

Publication Activity (10 Years)

Years Active: 2012-2014
Publications (10 Years): 0

Top Topics

Generalization Error

Stochastic Nature

Linear Constraints

Top Venues

SIAM J. Numer. Anal.

J. Comput. Appl. Math.

SIAM J. Financial Math.

Comput. Methods Appl. Math.

Publications

Philipp Dörsek, Eskil Hansen
High order splitting schemes with complex timesteps and their application in mathematical finance. J. Comput. Appl. Math. 262 (2014)
Philipp Dörsek, Jens Markus Melenk
Symmetry-Free, p-Robust Equilibrated Error Indication for the hp-Version of the FEM in Nearly Incompressible Linear Elasticity. Comput. Methods Appl. Math. 13 (3) (2013)
Philipp Dörsek, Josef Teichmann
Efficient Simulation and Calibration of General HJM Models by Splitting Schemes. SIAM J. Financial Math. 4 (1) (2013)
Philipp Dörsek
Semigroup Splitting and Cubature Approximations for the Stochastic Navier-Stokes Equations. SIAM J. Numer. Anal. 50 (2) (2012)