Markus Siebenmorgen

Identifiers

• name variant Markus Siebenmorgen 0.60 · backfill

Papers (2)

1. Smoothing the payoff for efficient computation of Basket option prices q-fin.CP · 2016 · author #2
2. Novel results for the anisotropic sparse grid quadrature math.NA · 2015 · author #4

Mentions

• 1607.05572 #2 · arxiv_oai · confidence 0.70 Markus Siebenmorgen
• 1509.05521 #4 · arxiv_oai · confidence 0.70 Markus Siebenmorgen

Frequent Coauthors

• Abdul-Lateef Haji-Ali 1 shared papers
• Christian Bayer 1 shared papers
• Helmut Harbrecht 1 shared papers
• Michael Peters 1 shared papers
• Raul Tempone 1 shared papers