Preprints

2016

  1. C. Bierig, A. Chernov. Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method (PDF) [Published in J. Comput. Physics, 314 (2016), 661–681]
  2. D. Pfeifer, H. A. Tsatedem, A. Mändle, C. Girschig. New copulas based on general partitions-of-unity and their applications to risk management (PDF) [Published in Dependence Modeling 4 (2016), 123–140]
  3. F. Schöpfer. Linear convergence of descent methods for the unconstrained minimization of restricted strongly convex functions (PDF)[Published in SIAM J. Optim. 26 (2016), no. 3, 1883–1911]