Publikationen

• E.W. Sachs & M. Schneider: Reduced Order Models for the Implied Variance under Local Volatility, International Journal of Theoretical and Applied Finance 17(08), 2014.
• E.W. Sachs, M. Schneider & M. Schu: Adaptive Trust-Region POD Methods in PIDE-Constrained Optimization. In: Trends in PDE-constrained Optimization, Birkhäuser, 2014.

Dissertation

• M. Schneider: Model Order Reduction in Parameter Identification Problems - Error Estimates and Application to Implied Volatility Surfaces, Dissertation, Universität Trier, 2015.