Detecting and repairing arbitrage in traded option prices by Cohen, S, Reisinger, C, Reisinger, C, Wang, S

Analysis of linear difference schemes in the sparse grid combination technique by Reisinger, C

Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative by Reisinger, C

Asymptotic expansion around principal components and the complexity of dimension adaptive algorithms by Reisinger, C

The non-locality of Markov chain approximations to two-dimensional diffusions by Reisinger, C

Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE by Reisinger, C, Wang, Z

Strong convergence rates for Euler approximations to a class of stochastic path-dependent volatility models by Cozma, A, Reisinger, C

Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs by Reisinger, C, Wissmann, R

Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance by Giles, M, Reisinger, C

Simulation of a simple particle system interacting through hitting times by Kaushansky, V, Reisinger, C

Convergence of the Euler–Maruyama particle scheme for a regularised McKean–Vlasov equation arising from the calibration of local-stochastic volatility models by Reisinger, C, Tsianni, MO

A PENALTY METHOD FOR THE NUMERICAL SOLUTION OF HAMILTON-JACOBI-BELLMAN (HJB) EQUATIONS IN FINANCE by Witte, J, Reisinger, C

The impact of a natural time change on the convergence of the Crank-Nicolson scheme by Reisinger, C, Whitley, A

Efficient hierarchical approximation of high-dimensional option pricing problems by Reisinger, C, Wittum, G

Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance by Giles, M, Reisinger, C

A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities by Reisinger, C, Zhang, Y

A penalty scheme for monotone systems with interconnected obstacles: convergence and error estimates by Reisinger, C, Zhang, Y

Modeling basket credit default swaps with default contagion by Haworth, H, Reisinger, C

On the Use of Policy Iteration as an Easy Way of Pricing American Options by Reisinger, C, Witte, J

The impact of a natural time change on the convergence of the Crank-Nicolson scheme by Reisinger, C, Whitley, A