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Chair of Applied Mathematics / Numerical Analysis
Bergische Universität Wuppertal
Faculty of Mathematics and Natural Sciences
Gaußstraße 20
D-42119 Wuppertal
Germany

Phone: +49 202 439 5296
Fax: +49 (0) 202 439 5201
E-Mail: sek-amna{at}math.uni-wuppertal.de

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References
275.
K. Gausling; A. Bartel
Density Estimation Techniques in Cosimulation using Spectral- and Kernel Methods
Langer, U. and Amrhein, W. and Zulehner, W., editor, Scientific Computing in Electrical Engineering. Mathematics in Industry Volume 28 , page 81--89.
Publisher: Springer,
2018
274.
Long Teng; Matthias Ehrhardt; Michael G
Numerical Simulation of the Heston Model under Stochastic Correlation
International Journal of Financial Studies, 6(1):3
2017
273.
Christian Hendricks; Christof Heuer; Matthias Ehrhardt; Michael Günther
High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance
Journal of Computational and Applied Mathematics, 316:175--194
2017
272.
Dmitry Shcherbakov; Matthias Ehrhardt; Jacob Finkenrath; Michael Günther; Francesco Knechtli; Michael Peardon
Adapted Nested Force-Gradient Integrators: The Schwinger Model Case
Communications in Computational Physics, 21(4):1141--1153
2017
271.
Christian Hendricks; Matthias Ehrhardt; Michael Günther
Error Splitting Preservation for High Order Finite Difference Schemes in the Combination Technique
Numerical Mathematics: Theory, Methods and Applications, 10(3):689--710
2017
270.
M. C. Calvo-Garrido; M. Ehrhardt; C. V
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
J. Comput. Finance, 20(3):81--107
2017
269.
Francesco Knechtli; Michael Günther; Michael Peardon
Lattice Quantum Chromodynamics
Publisher: Springer Netherlands,
2017
268.
Christof Heuer; Pedro Pólvora; José Silva; Matthias Ehrhardt; Michael Günther; E. Jan W. ter Maten
The STRIKE Computational Finance Toolbox
Novel Methods in Computational Finance
page 561--601.
Publisher: Springer International Publishing,
2017
267.
Christian Hendricks; Christof Heuer; Matthias Ehrhardt; Michael Günther
High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique
Novel Methods in Computational Finance
page 399--405.
Publisher: Springer International Publishing,
2017
266.
José P. Silva; E. Jan W. ter Maten; Michael Günther; Matthias Ehrhardt
Proper Orthogonal Decomposition in Option Pricing
Novel Methods in Computational Finance
page 441--452.
Publisher: Springer International Publishing,
2017
265.
Zuzana Bu{\vc}ková; Matthias Ehrhardt; Michael Günther; Pedro Pólvora
Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models
Novel Methods in Computational Finance
page 333--371.
Publisher: Springer International Publishing,
2017
264.
Long Teng; Matthias Ehrhardt; Michael Günther
Modelling and Calibration of Stochastic Correlation in Finance
Novel Methods in Computational Finance
page 83--105.
Publisher: Springer International Publishing,
2017
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