Daniel Hoffmann

Daniel Hoffmann holds a PhD in mathematics from University of Trier, Germany, where he conducted research in the fields of mathematical finance and stochastic optimal control. Previously, he studied mathematics and economics at the University of Kaiserslautern, Germany, and the University of Oslo, Norway.

Articles by Daniel Hoffmann

Original research

Branching diffusions with jumps, and valuation with systemic counterparties

This paper extends the branching diffusion Monte Carlo method of Henry-Labordère et al to the case of parabolic partial differential equations with mixed local–nonlocal analytic nonlinearities.

25 Nov 2021