Peter Hepperger

Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations

Peter Hepperger, 2011 .

L ow-dimensional partial integro-differential equations for high-dimensional A sian options

Peter Hepperger, 2010 .

A FORWARD APPROACH

Christian Clason, Peter Hepperger, 2009 .

Hedging electricity swaptions using partial integro-differential equations

Peter Hepperger, 2012 .

H edging electricity swaptions using partial integro-differential equations

Peter Hepperger, 2010 .

Option Pricing in Hilbert Space-Valued Jump-Diffusion Models Using Partial Integro-Differential Equations

Peter Hepperger, Peter Hepperger, 2010, SIAM J. Financial Math..

A Forward Approach to Numerical Data Assimilation

Christian Clason, Peter Hepperger, Christian Clason, 2009, SIAM J. Sci. Comput..