TU Chemnitz, Fakultät für Mathematik: Fakultät für Mathematik: Numerische Analysis: Torsten Hein: Veröffentlichungen
Homepage Torsten Hein
Artikel in wissenschaftlichen Zeitschriften
- T. H.; K.S. Kazimierski:
Modified Landweber iteration in Banach spaces - convergence and
convergence rates
Numerical Functional Analysis and Optimization 31, No 10, 1158-1189 (2010)
- T. H.; K.S. Kazimierski:
Accelerated Landweber iteration in Banach spaces
Inverse Problems 26, No. 5 Article ID 055002, 19 p. (2010)
- A. Neubauer; T. H.; B. Hofmann; S. Kindermann; U. Tautenhahn:
Improved and extended results for enhanced convergence rates of
Tikhonov regularization in Banach spaces
Applicable Analysis, Vol.89, Nr.11, 1729-1744 (2010)
- T. H.:
A unified approach for regularizing discretized linear
ill-posed problems
Mathematical Modelling and Analysis 14 No. 4, 451-466 (2009)
- T. H.:
On Tihkonov regularization in Banach spaces - optimal convergence rates
Applicable Analyis 88, 653-667 (2009)
- T. H.:
Convergence rates results for recovering the volatility
term structure including at-the-money options.
J. Inv. Ill-Posed Problems 17, 359-374 (2009)
- T. H.:
Tikhonov regularization in Banach spaces - improved
convergence rates results.
Inverse Problems. 25, No. 3, Article ID 035002, 18 p. (2009)
- T. H.; B. Hofmann:
Approximate source conditions for nonlinear
ill-posed problems - chances and limitations.
Inverse Problems 25, No. 3, Article ID 035003, 16 p. (2009)
- T. H.:
Regularization in Banach spaces - convergence rates by approximative source
conditions
J. Inv. Ill-Posed Problems 17, 27-42 (2009)
- T. H.; M. Meyer:
On a parameter identification problem in linear elasticity
J. Inv. Ill-Posed Problems 17, 43-50 (2009)
- T. H.:
Convergence rates for regularization of ill-posed problems
in Banach spaces by approximate source conditions
Inverse Problems 24, No. 4, Article ID 045007, 10 p. (2008)
- T. H.; M. Meyer:
Simultaneous identification of independent
parameters in elliptic equations - numerical studies.
J. Inv. Ill-Posed Problems 16, 417-433 (2008)
- T. H.:
Convergence rates for multi-parameter regularization in
Banach spaces.
Int. J. Pure Appl. Math. 43, No. 4, 593-614 (2008).
- T. H.; B. Hofmann; A. Meyer; P. Steinhorst:
Numerical analysis of a calibration problem for simulating electric fault arc tests.
Inverse Problems in Science and Engineering 15 No. 7, 679-698 (2007)
- H. Egger; T. H.; B. Hofmann:
On decoupling of volatility smile and term structure in inverse option pricing.
Inverse Probl. 22, No. 4, 1247-1259 (2006)
- Hein, T.:
Some analysis of Tikhonov regularization for the inverse problem
of option pricing in the price-dependent case
Z. Anal. Anwend. 24, No. 3, 593-609 (2005)
- Hein, T.; Hofmann, B.:
On the nature of ill-posedness of an inverse problem arising in
option pricing
Inverse Problems 19 (2003), 1319-1338.
Beiträge in Proccedings
- T. H.:
On a decoupling approach in inverse option pricing
Proc.Appl.Math.Mech. DOI: 10.1002/pamm.2007700719 (2007)
- B. Hofmann; T. H.:
Well-posed and ill-posed situations in option pricing problems
when the volatility is purely time-dependent
Proc.Appl.Math.Mech. 3, 450-451 (2003).
Dissertation
- T. H.:
Analytische und numerische Studien zu inversen Problemen der
Optionspreisbildung
PhD thesis, MONARCH, TU Chemnitz (2004)
Habilitationsschrift
- T. H.:
Regularization in Banach spaces - convergence rates theory
Logos Verlag Berlin (2011).