Michael Hanke

Available identifiers

zbMath Open hanke.michaelMaRDI QIDQ508014

List of research outcomes

Publication	Date of Publication	Type
Estimating time-varying risk aversion from option prices and realized returns	2023-06-20	Paper
Canonical Subspaces of Linear Time-Varying Differential-Algebraic Equations and Their Usefulness for Formulating Accurate Initial Conditions	2023-03-29	Paper
On the sensitivity of implementations of a least-squares collocation method for linear higher-index differential-algebraic equations	2022-11-22	Paper
Towards a reliable implementation of least-squares collocation for higher index differential-algebraic equations. I: Basics and ansatz function choices	2022-03-16	Paper
Towards a reliable implementation of least-squares collocation for higher index differential-algebraic equations. II: The discrete least-squares problem	2022-03-16	Paper
On the sensitivity of implementations of a least-squares collocation method for linear higher-index differential-algebraic equations	2022-02-07	Paper
Convergence analysis of least-squares collocation methods for nonlinear higher-index differential-algebraic equations	2021-02-03	Paper
A reliable direct numerical treatment of differential-algebraic equations by overdetermined collocation: an operator approach	2021-02-03	Paper
Towards a reliable implementation of least-squares collocation for higher-index differential-algebraic equations	2020-11-25	Paper
Basic Characteristics of Differential-Algebraic Operators	2020-11-12	Paper
Least-Squares Collocation for Higher-Index DAEs: Global Approach and Attempts Toward a Time-Stepping Version	2020-11-12	Paper
COVID-19 and market expectations: evidence from option-implied densities	2020-11-04	Paper
Least-squares collocation for higher-index linear differential-algebraic equations: Estimating the instability threshold	2019-03-22	Paper
Questions concerning differential-algebraic operators: Toward a reliable direct numerical treatment of differential-algebraic equations	2019-03-21	Paper
No-arbitrage ROM simulation	2018-11-01	Paper
Stability Analysis of a Reduced Heat Exchanger Model	2018-07-26	Paper
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness	2018-02-06	Paper
Comparing large-sample maximum Sharpe ratios and incremental variable testing	2017-11-23	Paper
On a variable step size modification of Hines' method in computational neuroscience	2017-02-20	Paper
Least-squares collocation for linear higher-index differential-algebraic equations	2017-02-09	Paper
No-arbitrage bounds for financial scenarios	2015-07-29	Paper
Scenario tree generation and multi-asset financial optimization problems	2014-05-15	Paper
No-arbitrage conditions, scenario trees, and multi-asset financial optimization	2010-06-11	Paper
Analytical And Numerical Approximation of Effective Diffusivities in The Cytoplasm of Biological Cells	2010-02-26	Paper
Life-cycle asset allocation and consumption using stochastic linear programming	2010-02-08	Paper
A stochastic programming approach for multi-period portfolio optimization	2009-08-04	Paper
The perturbation and ADAE index of a degenerated hyperbolic system	2009-06-17	Paper
On the numerical approximation of a degenerated hyperbolic system	2009-03-09	Paper
Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt	2008-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q4805295	2003-05-12	Paper
Consistent initialization for nonlinear index-2 differential--algebraic equation: Large sparse systems in MATLAB	2003-05-11	Paper
https://portal.mardi4nfdi.de/entity/Q4229303	1999-02-21	Paper
https://portal.mardi4nfdi.de/entity/Q4358200	1998-11-01	Paper
On Asymptotics in Case of Linear Index-2 Differential-Algebraic Equations	1998-09-21	Paper
Regularizations of Differential‐Algebraic Equations Revisited	1996-01-17	Paper
Iterative Consistency: A Concept for the Solution of Singular Systems of Linear Equations	1995-05-02	Paper
https://portal.mardi4nfdi.de/entity/Q3987820	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3987828	1992-06-28	Paper
On the Asymptotic Representation of a Regularization Approach to Nonlinear Semiexplicit Higher-Index Differential-Algebraic Equations	1992-06-25	Paper
On the regularization of index 2 differential-algebraic equations	1990-01-01	Paper
Linear differential-algebraic equations in spaces of integrable functions	1989-01-01	Paper
On a least-squares collocation method for linear differential-algebraic equations	1988-01-01	Paper
On the regularization of a class of nontransferable differential- algebraic equations	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3781430	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3690137	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3330416	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3333982	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5185332	1984-01-01	Paper

Research outcomes over time

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This page was built for person: Michael Hanke