Markus Siebenmorgen

Novel results for the anisotropic sparse grid quadrature

Helmut Harbrecht, Abdul-Lateef Haji-Ali, Michael Peters, 2015, J. Complex..

A new smoothing technique for European basket options

Raul Tempone, Christian Bayer, Markus Siebenmorgen, 2016 .

Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient

Helmut Harbrecht, Markus Siebenmorgen, Michael Peters, 2016, SIAM/ASA J. Uncertain. Quantification.

Combination technique based k-th moment analysis of elliptic problems with random diffusion

Helmut Harbrecht, Michael Peters, Markus Siebenmorgen, 2013, J. Comput. Phys..

Analysis of the domain mapping method for elliptic diffusion problems on random domains

Helmut Harbrecht, Michael Peters, Markus Siebenmorgen, 2016, Numerische Mathematik.

Smoothing the payoff for efficient computation of Basket option prices

Raul Tempone, Christian Bayer, Markus Siebenmorgen, 2016 .

Efficient approximation of random fields for numerical applications

Helmut Harbrecht, Michael Peters, Markus Siebenmorgen, 2015, Numer. Linear Algebra Appl..

Multilevel Accelerated Quadrature for PDEs With Log-Normal Distributed Random Coefficient *

Helmut Harbrecht, Markus Siebenmorgen, Michael Peters, 2013 .

On Multilevel Quadrature for Elliptic Stochastic Partial Differential Equations

Helmut Harbrecht, Markus Siebenmorgen, Michael Peters, 2012 .