Homepage Torsten Hein






Artikel in wissenschaftlichen Zeitschriften

  1. 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)
  2. T. H.; K.S. Kazimierski:
    Accelerated Landweber iteration in Banach spaces
    Inverse Problems 26, No. 5 Article ID 055002, 19 p. (2010)
  3. 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)
  4. T. H.:
    A unified approach for regularizing discretized linear ill-posed problems
    Mathematical Modelling and Analysis 14 No. 4, 451-466 (2009)
  5. T. H.:
    On Tihkonov regularization in Banach spaces - optimal convergence rates
    Applicable Analyis 88, 653-667 (2009)
  6. 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)
  7. T. H.:
    Tikhonov regularization in Banach spaces - improved convergence rates results.
    Inverse Problems. 25, No. 3, Article ID 035002, 18 p. (2009)
  8. 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)
  9. T. H.:
    Regularization in Banach spaces - convergence rates by approximative source conditions
    J. Inv. Ill-Posed Problems 17, 27-42 (2009)
  10. T. H.; M. Meyer:
    On a parameter identification problem in linear elasticity
    J. Inv. Ill-Posed Problems 17, 43-50 (2009)
  11. 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)
  12. T. H.; M. Meyer:
    Simultaneous identification of independent parameters in elliptic equations - numerical studies.
    J. Inv. Ill-Posed Problems 16, 417-433 (2008)
  13. T. H.:
    Convergence rates for multi-parameter regularization in Banach spaces.
    Int. J. Pure Appl. Math. 43, No. 4, 593-614 (2008).
  14. 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)
  15. 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)
  16. 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)
  17. 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

  1. T. H.:
    On a decoupling approach in inverse option pricing
    Proc.Appl.Math.Mech. DOI: 10.1002/pamm.2007700719 (2007)
  2. 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

  1. T. H.:
    Analytische und numerische Studien zu inversen Problemen der Optionspreisbildung
    PhD thesis, MONARCH, TU Chemnitz (2004)

Habilitationsschrift

  1. T. H.:
    Regularization in Banach spaces - convergence rates theory
    Logos Verlag Berlin (2011).


Torsten Hein 2011-03-21 09:01:50   http://www.tu-chemnitz.de/~thein   torsten.hein@mathematik.tu-chemnitz.de