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Disambiguation of "Reisinger, Christoph"

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Numerical analysis of an extended structural default model with mutual liabilities and jump risk.

, , and . J. Comput. Sci., (2018)

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Christoph Reisinger

Christoph Reisinger

Christoph Reisinger

Christoph Reisinger

Christoph Reisinger

 

Other publications of authors with the same name

The non-locality of Markov chain approximations to two-dimensional diffusions.. Math. Comput. Simul., (2018)Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems., and . Comput. Math. Appl., 79 (7): 2099-2118 (2020)Stochastic Evolution Equations in Portfolio Credit Modelling., , , , and . SIAM J. Financial Math., 2 (1): 627-664 (2011)Penalty Methods for the Solution of Discrete HJB Equations - Continuous Control and Obstacle Problems., and . SIAM J. Numerical Analysis, 50 (2): 595-625 (2012)K-Nearest-Neighbor Resampling for Off-Policy Evaluation in Stochastic Control., , and . CoRR, (2023)A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates., and . SIAM J. Numer. Anal., 57 (4): 1625-1648 (2019)Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems., and . CoRR, (2019)Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems., , and . CoRR, (2022)A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs., , and . CoRR, (2020)Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems., and . SIAM J. Control. Optim., 58 (1): 243-276 (2020)