Tobias von Petersdorff

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Arbitrage-free prices u of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) ∂tu +A[u] = 0. This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the θ-scheme in time and a wavelet(More)
Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain Ω ⊂ R with a continuous piecewise smooth obstacle. We formulate a fully discrete method by using piecewise linear finite elements in space and the backward Euler method in time. We define an a posteriori error estimator and(More)
We consider elliptic and parabolic variational equations and inequalities governed by integro-differential operators of order 2s ∈ (0, 2]. Our main motivation is the pricing of European or American options under Lévy processes, in particular pure jump processes or jump diffusion processes with tempered stable processes. The problem is discretized using(More)
In an open prospective study, 26 patients with delusional depression (mood-congruent psychotic features: DSM-IV 296.4) were treated over 5 weeks with a combination of SSRI (citalopram, n = 22, or paroxetine, n = 4) and the neuroleptic olanzapine. The course of therapy was evaluated with the Hamilton depression scale (HAMD). Not only the total HAMD score,(More)
Whereas clinical relevant hypo- as well as hyperthyreosis are strongly suspected to induce psychiatric symptoms, there is a controversy about the relevance of only subclinical and autoimmune findings. We found autoantibodies (MAK, TAK, TRAK) in a high percentage (100 out of 144 = 70%) in severely depressed inpatients. Also we found a Hashimoto thyreoiditis(More)
Psychiatrische Notfallpatienten umfassen einen erheblichen Anteil der Notfallpatienten im Rettungsdienst. Notärzte und Rettungsdienstmitarbeiter verfügen in der Regel über keine ausreichenden Erfahrungen in der Psychiatrie. Der Kontakt zu diesen oft nicht behandlungsbereiten bzw. nicht krankheitseinsichtigen Patienten triggert Überforderungsgefühle des(More)
Galerkin discretizations of integral operators in ℝ d $\mathbb {R}^{d}$ require an accurate numerical evaluation of integrals I = ∫ S ( 1 ) ∫ S ( 2 ) f ( x , y ) dydx $I={\int }_{\!\!S^{(1)}}{\int }_{\!\!S^{(2)}}f(x,y)dydx$ where S (1), S (2) are d-simplices and the integrand function f has a possibly nonintegrable singularity at x = y. In a previous paper(More)