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Philipp Trunschke · Study
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Philipp Trunschke
2 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0000-0002-2995-126X
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Most cited in this library
Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats
2023 · 17 citations
Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
2023 · 5 citations
Works
2 shown
Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
SIAM Journal on Scientific Computing
·
2023
·
4 authors
·
Open access
5
citations
Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats
SIAM Journal on Financial Mathematics
·
2023
·
4 authors
·
Open access
17
citations