Th. Apel, A. Rösch and G. Winkler (2007). Optimal control in non-convex domains: discretization and a priori error estimates. Calcolo 44(3), pages 137-158, Springer Mailand, 2007.

Th. Apel, A. Rösch and G. Winkler. Discretization error estimates for an optimal control problem in a nonconvex domain. Numerical Mathematics and Advanced Applications Proceedings of ENUMATH 2005 the 6th European Conference on Numerical Mathematics and Advanced Applications, Santiago de Compostela, Spain, July 2005 Bermúdez de Castro, A.; Gómez, D.; Quintela, P.; Salgado, P. (Eds.) 2006.

Apel, T., Winkler, G. and Wystup, U. (2001). Valuation of Options in Heston's Stochastic Volatility Model using Finite Element Methods. Foreign Exchange Risk. Risk Publications, London, November 2001.


Th. Apel, A. Rösch and G. Winkler. Optimal control in nonconvex domains: a priori discretization error estimates. RICAM Report 2005-17.


Analytische und numerische Untersuchung des Modells von Heston zur Optionspreisberechnung


title: Control constrained optimal control problems in non-convex three dimensional polyhedral domains.

More details are on my dissertation page.

This document was last modified on Wednesday June 18, 2008