| Dimension-wise decompositions and their efficient parallelization P Schröder, P Schober, G Wittum Electronic version of an article published in Recent Developments in …, 2013 | 9 | 2013 |
| Solving dynamic portfolio choice models in discrete time using spatially adaptive sparse grids P Schober Sparse Grids and Applications-Miami 2016, 135-173, 2018 | 6 | 2018 |
| Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids D Pflüger, P Schober, J Valentin Available at SSRN 3393524, 2019 | 5 | 2019 |
| Efficient parallel solution methods for dynamic portfolio choice models in discrete time V Horneff, R Maurer, P Schober Available at SSRN 2665031, 2016 | 5 | 2016 |
| Dynamic Portfolio Choice with Annuities When the Interest Rate Is Stochastic' Y Dillschneider, R Maurer, P Schober Unpublished paper, 2019 | 3 | 2019 |
| Solving high-dimensional dynamic portfolio choice models with hierarchical b-splines on sparse grids P Schober, J Valentin, D Pflüger Computational economics 59 (1), 185-224, 2022 | 2 | 2022 |
| Generalized Euler equation errors for discrete time dynamic portfolio choice models Y Dillschneider, R Maurer, P Schober Available at SSRN 3448482, 2020 | 1 | 2020 |
| Supercomputers P Schober High-Performance Computing in Finance, 413-438, 2018 | 1 | 2018 |
| Efficient parallel solution methods for high-dimensional option pricing problems P Schober, P Schröder, G Wittum Available at SSRN 2591254, 2015 | 1 | 2015 |
| Advanced Numerical Methods for Dynamic Portfolio Choice Models in Discrete Time P Schober Johann Wolfgang Goethe-Universität Frankfurt am Main, 2019 | | 2019 |
| Arbitrage Potential in the Eurex Order Book–Evidence from the Financial Crisis in 2008 P Schober, M Wagener Risk governance & control: financial markets & institution 5 (4), 300 - 313, 2015 | | 2015 |
| Solving High-Dimensional Dynamic Portfolio Choice Models in Discrete Time with B-Splines on Sparse Grids P Schober, J Valentin, D Pflüger | | |
