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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
396.
L. Teng; M. Ehrhardt; M. Günther
Modelling and Calibration of Stochastic Correlation in Finance
Novel Methods in Computational Finance
page 83--105.
Publisher: Springer International Publishing,
2017
395.
J. P. Silva; E. J. W. ter Maten; M. Günther; M. Ehrhardt
Reduced Models in Option Pricing
Progress in Industrial Mathematics at ECMI 2016
page 161--168.
Publisher: Springer International Publishing,
2017
394.
Chr. Heuer; P. Pólvora; J. Silva; M. Ehrhardt; M. Günther; E. J. W. ter Maten
The STRIKE Computational Finance Toolbox
Ehrhardt, M. and Günther, M. and ter Maten, E. J. W., editor, Novel Methods in Computational Finance Volume 25 of Mathematics in Industry
Chapter 30, page 561--601.
Publisher: Springer International Publishing,
2017
393.
E. J. W. ter Maten; M. Ehrhardt
Minisymposium: Computational Methods for Finance and Energy Markets
Quintela, P. and Barral, P. and Gómez, D. and Pena, F. J. and Rodriguez, J. and Salgado, P. and Vázquez-Méndez, M. E., editor, Progress in Industrial Mathematics at ECMI 2016 Volume 26 of Mathematics in Industry Vol
page 141--143.
Publisher: Springer International Publishing,
2017
392.
M. Coulon; M. Ehrhardt; M. do Rosário Grossinho; K. In 't Hout; C. Oosterlee; A. Shiryaev; N. Touzi; C. Vázquez (eds)
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
391.
C. H. Lai; M. do Rosário Grossinho; M. Ehrhardt; M. Guerra; J. Janela; D. Sevcovic; C. Vázquez
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
390.
Z. Bučková; M. Ehrhardt; M. Günther; P. Pólvora
Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-dimensional Black-Scholes Models
Ehrhardt, M. and Günther, M. and ter Maten, E. J. W., editor, Novel Methods in Computational Finance
Publisher: Springer,
2017
389.
C. Hendricks; C. Heuer; M. Ehrhardt; M. Günther
High-Order-Compact ADI schemes for pricing basket options in the combination technique
Ehrhardt, M. and Günther, M. and ter Maten, E. J. W., editor, Novel Methods in Computational Finance
Publisher: Springer,
2017
388.
J. P. Silva; E. J. W. ter Maten; M. Günther; M. Ehrhardt
Proper Orthogonal Decomposition in Option Pricing
Ehrhardt, M. and Günther, M. and ter Maten, E. J. W., editor, Novel Methods in Computational Finance
Publisher: Springer,
2017
387.
C. Heuer; P. Pólvora; J. Silva; M. Ehrhardt; M. Günther; E. J. W. ter Maten
The STRIKE Computational Finance Toolbox
Ehrhardt, M. and Günther, M. and ter Maten, E. J. W., editor, Novel Methods in Computational Finance
Publisher: Springer,
2017
386.
I. Kossaczký; M. Ehrhardt; M. Günther
The Tree-Grid Method with Control-Independent Stencil
Mikula, K. and Sevcovic, D. and Urban, J., editor, Proceedings of Equadiff 2017 Conference, Bratislava, July 24-28, 2017 , page 79--88.
2017
385.
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
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