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Arbeitsgruppe Angewandte Mathematik / Numerische Analysis
Bergische Universität Wuppertal
Fakultät 04
Gaußstraße 20
D-42119 Wuppertal
Deutschland
Telefon: +49 202 439 5296
Fax: +49 202 439 5201
E-Mail: sek-amna{at}math.uni-wuppertal.de
Aktuelles
Talk: " Schwinger model and force-gradient integrators" (D. Shcherbakov)
Talk: " Discrete Artificial Boundary Conditions for the Lattice Boltzmann Method" (D. Heubes)
Talk: " parametric Model Order reduction in Finance " (J. Silva)
Talk: "High Order Tensor Product Interpolation in the Combination Technique" (C. Hendricks)
Talk: Modelling Stochastic Correlation (L. Teng)
Talk: Stable Explicit Time Stepping for Fully Non-Linear Option Pricing Problems (M. Ehrhardt)
Talk: Efficient computation of the gPC expansion of ODEs with stochastic parameters (T. Hülsmann)
Talk: On the Numerical Solution of Nonlinear Black-Scholes Equations (M. Ehrhardt)
Talk: Finite Differences for Financial Derivative Models (M. Ehrhardt)
Talk: Variance-based sensitivity analysis of stochastic models in simulation electrical circuits (K. Gausling)