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)