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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
263.
José P. Silva; E. Jan W. ter Maten; Michael Günther; Matthias Ehrhardt
Reduced Models in Option Pricing
Progress in Industrial Mathematics at ECMI 2016
page 161--168.
Publisher: Springer International Publishing,
2017
262.
M. Coulon; M. Ehrhardt; M. do Ros; K. In 't Hout; C. Oosterlee; A. Shiryaev; N. Touzi; C. V
ICCF 2017 - Novel Methods in Computational Finance
Special Issue of Applied Mathematical Finance of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal
2017
261.
C. H. Lai; M. do Ros; M. Ehrhardt; M. Guerra; J. Janela; D. Sevcovic; C. V
ICCF 2017 - Novel Methods in Computational Finance
Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal
2017
260.
Z. Bu?kov; M. Ehrhardt; M. Günther; P. P
Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-dimensional Black-Scholes Models
M. Ehrhardt and M. G, editor, Novel Methods in Computational Finance
Publisher: Springer,
2017
259.
C. Hendricks; C. Heuer; M. Ehrhardt; M. Günther
High-Order-Compact ADI schemes for pricing basket options in the combination technique
M. Ehrhardt and M. G, editor, Novel Methods in Computational Finance
Publisher: Springer,
2017
258.
J. P. Silva; E. J. W. ter Maten; M. Günther; M. Ehrhardt
Proper Orthogonal Decomposition in Option Pricing
M. Ehrhardt and M. G, editor, Novel Methods in Computational Finance
Publisher: Springer,
2017
257.
C. Heuer; P. P; J. Silva; M. Ehrhardt; M. Günther; E. J. W. ter Maten
The STRIKE Computational Finance Toolbox
M. Ehrhardt and M. G, editor, Novel Methods in Computational Finance
Publisher: Springer,
2017
256.
I. Kossaczk; M. Ehrhardt; M. Günther
The Tree-Grid Method with Control-Independent Stencil
K. Mikula and D. Sevcovic and J. Urban, editor, Proceedings of Equadiff 2017 Conference, Bratislava, July 24-28, 2017 , page 79--88.
2017
255.
P. Petrov; M. Ehrhardt; D. V. Makarov
Multiscale Approach to Parabolic Equations Derivation: Beyond the Linear Theory
Proceedings of ICCS 2017 International Conference on Computational Science, Zurich, 12-14 June, 2017 of Procedia Computer Science
2017
254.
H. Espinoza; R. Paredes; M. Ehrhardt
A New Two-Way Artificial Boundary Condition for Wave Propagation: Formulation and Benchmarking
23rd AIAA/CEAS Aeroacoustics Conference, AIAA Aviation and Aeronautics Forum and Exposition, Colorado, 5-9 June 2017
2017
253.
M. Ehrhardt
Die Formel des Gl
Westdeutsche Zeitung, Wuppertal 21. Dezember 2017 , page 17.
2017
252.
K. Gausling; A. Bartel
Analysis of the Contraction Condition in the Co-Simulation of a Specific Electric Circuit
Russo, G. and Capasso, V. and Nicosia, G. and Romano, V., editor, Progress in Industrial Mathematics at ECMI 2014 Volume 23 of Mathematics in Industry
Publisher: Springer,
2017
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