Philipp Dörsek

According to our database, Philipp Dörsek authored at least 4 papers between 2012 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2014

High order splitting schemes with complex timesteps and their application in mathematical finance.

Philipp Dörsek, Eskil Hansen

J. Comput. Appl. Math., 2014

2013

Efficient Simulation and Calibration of General HJM Models by Splitting Schemes.

Philipp Dörsek, Josef Teichmann

SIAM J. Financial Math., 2013

Symmetry-Free, p-Robust Equilibrated Error Indication for the hp-Version of the FEM in Nearly Incompressible Linear Elasticity.

Philipp Dörsek, Jens Markus Melenk

Comput. Methods Appl. Math., 2013

2012

Semigroup Splitting and Cubature Approximations for the Stochastic Navier-Stokes Equations.

Philipp Dörsek

SIAM J. Numer. Anal., 2012