On the Use of Policy Iteration as an Easy Way of Pricing American Options
 Reisinger, C Witte, J (22 Dec 2010) doi:10.48550/arxiv.1012.4976
Stochastic evolution equations in portfolio credit modelling with applications to exotic credit products
 Bush, N Hambly, B Haworth, H Jin, L Reisinger, C (25 Mar 2011) doi:10.48550/arxiv.1103.4947
Penalty Methods for the Solution of Discrete HJB Equations -- Continuous Control and Obstacle Problems
 Witte, J Reisinger, C (30 May 2011) doi:10.48550/arxiv.1105.5954
Numerical Valuation of Derivatives in High-Dimensional Settings via PDE Expansions
 Reisinger, C Wissmann, R (10 Sep 2012) doi:10.48550/arxiv.1209.1909
Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives
 Bujok, K Hambly, B Reisinger, C (04 Nov 2012) doi:10.48550/arxiv.1211.0707
A Forward Equation for Barrier Options under the Brunick&Shreve Markovian Projection
 Hambly, B Mariapragassam, M Reisinger, C (13 Nov 2014) doi:10.48550/arxiv.1411.3618
Convergence of an Euler scheme for a hybrid stochastic-local volatility model with stochastic rates in foreign exchange markets
 Cozma, A Mariapragassam, M Reisinger, C (24 Jan 2015) doi:10.48550/arxiv.1501.06084
A mixed Monte Carlo and PDE variance reduction method for foreign exchange options under the Heston-CIR model
 Cozma, A Reisinger, C (03 Sep 2015) doi:10.48550/arxiv.1509.01479
Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs
 Reisinger, C Wissmann, R (18 May 2015) doi:10.48550/arxiv.1505.04639
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