Research Group of Prof. Dr. M. Griebel
Institute for Numerical Simulation

List of Scientific Talks on Conferences/Workshops

[1] Sparse Grids in Computational Finance,
Workshop Nonlinear and Adaptive Approximation in High Dimensions , Bad Honnef, Germany, December 10-15, 2007.
[2] Numerical Valuation of Performance-Dependent Options,
ICIAM 07 - International Congress on Industrial and Applied Mathematics, Zürich, Switzerland, July 16-20, 2007.
[3] Fair and Efficient Valuation of Executive Stock Options,
HDA07 - Second Workshop on High-dimensional Approximation, Canberra, Australia, February 19-23, 2007.
[4] Valuation of performance-dependent options in a Black-Scholes framework,
NMF2006 - International Conference on Numerical Methods for Finance, Dublin, Ireland, June 7-9, 2006.
[5] Valuation of Performance-Dependent Options,
Numerical Methods in Finance. An Amamef Conference., INRIA-Rocquencourt, France, February 1-3, 2006.
[6] Valuation of performance-dependent options. Part I: Framework and computation using sparse grid quadrature,
Workshop on High-dimensional Approximation, Canberra, Australia, February 14-17, 2005.
[7] Numerical Option Pricing based on Sparse Grid Quadrature,
Workshop Advanced Mathematical Methods for Finance, Munich, Germany, October 28-29, 2004.
[8] View-dependent isosurface extraction from volume data,
Workshop on Geometric Modeling and Differential Geometry, Erbach, September 29 - October 3, 2003.
[9] Topology- and Volume-Preserving Volume Simplification,
Dagstuhl-Seminar on Scientific Visualization: Extracting Information and Knowledge from Scientific Data Sets, Dagstuhl, June 1-6, 2003.
[10] Dimension Reduction for Faster Pricing of Financial Derivatives,
Workshop on Modelling and Computation in Financial Engineering, Bad Herrenalb, May 6-7, 2003.
[11] A Dimension-Adaptive Approach to Multivariate Numerical Integration,
19th GAMM-Seminar Leipzig on High-dimensional problems, Leipzig, Germany, January 23-25, 2003.
[12] A Case Study on Multiresolution Visualization of Local Rainfall from Weather Radar Measurements,
IEEE Visualization 2002, Boston, USA, October 27 - November 1, 2002.
[13] Top--Down View--Dependent Terrain Triangulation using the Octagon Metric,
Mathematische Methoden der Geometrischen Datenverarbeitung, Oberwolfach, Germany, October 20-26, 2002.
[14] Fast Multiresolution Extraction of Multiple Transparent Isosurfaces,
VisSym '01 - Joint Eurographics - IEEE TCVG Symposium on Visualization, Ascona, Switzerland, May 28-30, 2001.
[15] Topology preserving and controlled topology simplifying multiresolution isosurface extraction,
IEEE Visualization 2000, Salt Lake City, USA, October 8-13, 2000.
[16] Topologie-erhaltende Multiskalenverfahren zur interaktiven Visualisierung großer Datenmengen,
Annual DMV Meeting, Dresden, Germany, September 18-22, 2000.
[17] Multiresolution visualisation of compressed large-scale data,
9th International Symposium on Spatial Data Handling SDH 2000, Beijing, China, August 10-12, 2000.
[18] Pricing of path- and performance-dependent options based on multivariate sparse grid quadrature,
Ninth International Congress on Computational and Applied Mathematics ICCAM 2000, Leuven, Belgium, July 17-21, 2000.
[19] Error measurement in multiresolution digital elevation models,
4th International Symposium on Spatial Accuracy Assessment in Natural Resources and Environmental Sciences ACCURACY 2000, Amsterdam, The Netherlands, July 12-14, 2000.
[20] Multiresolution compression and visualization of large-scale data.,
International Springschool on Visualization, Bonn, Germany, March 20-24, 2000.
[21] Multiresolution compression and visualization of global topographic data,
1st Landform-Workshop LaFo99, Bonn, Germany, December 3-4, 1999.
[22] A Comparison of error indicators for multilevel visualization on nested grids,
Joint EUROGRAPHICS - IEEE TCCG Symposium on Visualization, Vienna, Austria, May 26-28, 1999.
[23] Multiresolutional parallel isosurface extraction based on tetrahedral bisection,
International Workshop on Volume Graphics, Swansea, UK, March 24-25, 1999.
[24] Sparse grid quadrature formulas for the solution of partial differential and integral equations,
11th International Conference on Domain Decomposition Methods, Greenwich, UK, July 20-24, 1998.
[25] Multivariate sparse grid integration and its applications,
3rd International Conference on Monte Carlo and Quasi-Monte Carlo Methods, Claremont, USA, June 22-26, 1998.
[26] High-dimensional sparse grid integration for the valuation of financial derivatives,
Annual GAMM Meeting, Bremen, Germany, April 6-9, 1998.
[27] Adaptive hierarchical methods for landscape visualization,
Learnshop on Scientific Visualization, Bonn, Germany, February 25-27, 1998.
[28] Adaptive Hierarchical Methods for Landscape Representation and Analysis,
Workshop on Process Modelling and Landform Evolution, Bonn, February 17-18, 1997.

Invited Lectures

Thomas Gerstner