Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs. - O. Reichmann (Numerische Mathematik, 2012)

A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty. - Giuseppe Maria Coclite; O. Reichmann; Nils Henrik Risebro (SIAM J. Numer. Anal., 2016)