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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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Matthias Ehrhardt

Univ.-Prof. Dr.rer.nat. / university professor

Publications in BooksSpecial IssuesJournalsConference ProceedingsOthers


Books

References
154.
L. Teng; X. Wu; M. Günther; M. Ehrhardt
A new methodology to create valid time-dependent correlation matrices via isospectral flows
ESAIM: Mathematical Modelling and Numerical Analysis, 54(2):361--371
2020
153.
A. Clevenhaus; M. Ehrhardt; M. Günther; D. Šev?ovi?
Pricing American Options with a Non-Constant Penalty Parameter
Journal of Risk and Financial Management, 13(6):1-7
2020

Keywords: American Options; PDE option pricing; Penalty term; projected SOR; penalization strategy

152.
J. Backhaus; M. Bolten; O. T. Doganay; M. Ehrhardt; B. Engel; C. Frey; H. Gottschalk; M. Günther; C. Hahn; J. Jäschke; P. Jaksch; K. Klamroth; A. Liefke; D. Luft; L. Mäde; V. Marciniak; M. Reese; J. Schultes; V. Schulz; S. Schmitz; J. Steiner; M. Stiglmayr
GivEn -- Shape Optimization for Gas Turbines in Volatile Energy Networks
Göttlich, S. and Herty, M. and Milde, A., editor, Mathematical MSO for Power Engineering and Management of J. Math. Industry
Publisher: Springer,
2020

Keywords: math.OC, cs.CE, G.1.6; G.3; G.1.8

151.
S. Treibert; H. Brunner; M. Ehrhardt
Compartment Models for Vaccine Effectiveness and non-specific Effects for Tuberculosis
Math. Biosci. Eng.,
2019
150.
J. R. Yusupov; K. K. Sabirov; M. Ehrhardt; D. U. Matrasulov
Transparent Quantum Graphs
Physics Letters A, 383(20)
2019
149.
M. C. Calvo-Garrido; M. Ehrhardt; C. Vázquez
Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations
Appl. Numer. Math., 139:77--92
2019
148.
B. Chaudhury; M. Ehrhardt; V. Bokil
Finite Difference Methods: Recent Developments and Applications in Computational Science
Special Issue of Journal of Computational Science
Publisher: Elsevier,
2019
147.
I. Kossaczký; M. Ehrhardt; M. Günther
A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension
Numerical Mathematics: Theory, Methods and Applications, 11(1):1--29
2018
146.
G. Tauzin; L. Biferale; M. Sbragaglia; A. Gupta; F. Toschi; A. Bartel; M. Ehrhardt
A numerical tool for the study of the hydrodynamic recovery of the Lattice Boltzmann Method
Computers & Fluids, 172:241--250
2018
145.
C. Hendricks; M. Ehrhardt; M. Günther
Hybrid finite difference / pseudospectral methods for the Heston and Heston-Hull-White PDE
J. Comput. Finance, 21(5):1--33
2018
144.
L. Teng; M. Ehrhardt; M. Günther
Quanto Pricing in Stochastic Correlation Models
Int. J. Theor. Appl. Fin., 21 (5)(05)
2018
143.
P. Petrov; A. G. Tyshchenko; M. Ehrhardt
Numerical solution of iterative parabolic equations approximating the nonlinear Helmholtz equation
Proceedings of the International Conference DAYS on DIFFRACTION 2018, St.Petersburg, Russia
2018
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