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researcher

G. Pflug

5 papers hereh-index 459k citations291 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.OC2
  • eess.SY1
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20142020
most citedIncorporating statistical model error into the calculation of acceptability prices of contingent claims

11 citations · 13 across the 5 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

math.OC2020★ 2 cited

New Algorithms And Fast Implementations To Approximate Stochastic Processes

Kipngeno Benard Kirui, Georg Ch. Pflug, Alois Pichler

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop f…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.