V. Kazeev, O. Reichmann, Ch. Schwab, hp-DG-QTT solution of high-dimensional degenerate diffusion equations, Sam-report 2012-11 (submitted), (2012).
D. Marazzina, O. Reichmann, Ch. Schwab, hp-DGFEM for Kolmogorov-Fokker-Planck Equations of Multivariate Lévy Processes, Mathematical Models and Methods in Applied Sciences (M3AS), 22, 1 (2012).
O. Reichmann, Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs, Numerische Mathematik, 121, 2, pp. 337-365 (2012).
O. Reichmann, Ch. Schwab, Numerical analysis of additive, Lévy and Feller processes with applications to option pricing, Lévy Matters I, Lecture Notes in Mathematics, Springer, Vol. 2001 (2010).
R. Schneider, O. Reichmann, Ch. Schwab, Wavelet solution of variable order pseudodifferential equations, Calcolo, 47 , 2, pp. 65-101 (2010).
N. Branger, O. Reichmann, M. Wobben, Pricing Electricity Derivatives on an Hourly Basis, The Journal of Energy Markets, Risk, 3, 3 (2010).
B. Dieckmann, O. Reichmann, M. Wobben, Bewertung von physischen Übertragungsrechten - Eine Analyse der Grenzkuppelstellen zwischen Deutschland und den Niederlanden, Zeitschrift für Energiewirtschaft, 4 (2008) (German).
