Publikationen
- 2024
- L. Kapllani and L. Teng, "{A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations}", 2024.
- J. Silva, J. Maten, M. Günther and M. Ehrhardt, "Model Order Reduction Techniques for Basket Option Pricing".
- M. Günther, "Einführung in die Finanzmathematik".
- G. Al{\i}, A. Bartel and M. Günther, "Electrical RLC networks and diodes".
- E. Gjonaj, C. R. Bahls, B. Bandlow, A. Bartel, S. Baumanns, F. Belzen, G. Benderskaya, P. Benner, M. Beurden, A. Blaszczyk and others, "Feldmann, Uwe, 143 Feng, Lihong, 515 De Gersem, Herbert, 341 Gim, Sebasti{\'a}n, 45, 333", MATHEMATICS IN INDUSTRY 14, pp. 587.
- M. Ehrhardt and C. Zheng, "für Angewandte Analysis und Stochastik".
- M. Ehrhardt, M. Günther and M. Striebel, "Geometric Numerical Integration Structure-Preserving Algorithms for Lattice QCD Simulations".
- C. Hendricks, M. Ehrhardt and M. Günther, "High order tensor product interpolation in the Combination Technique", preprint, vol. 14, pp. 25.
- C. Hendricks, M. Ehrhardt and M. Günther, "Hybrid finite difference/pseudospectral methods for stochastic volatility models" in 19th European Conference on Mathematics for Industry. pp. 388.
- I. Ambartsumyan, E. Khattatov, I. Yotov, P. Zunino, A. Arnold, M. Ehrhardt, A. Ashyralyev, P. Csomós, I. Faragó, I. Fekete and others, "Invited Papers".
- M. Günther and I. Kossaczk{\`y}, "Lab Exercises for Numerical Analysis and Simulation I: ODEs".
- M. Ehrhardt, M. Günther, H. Brunner and A. Dalhoff, "Mathematical Modelling of Dengue Fever Epidemics".
- M. Ehrhardt and H. Brunner, "Mathematical Modelling of Monkeypox Epidemics".
- M. Ehrhardt, M. Günther and H. Brunner, "Mathematical Study of Grossman's model of investment in health capital".
- M. Ehrhardt, M. Günther and P. D. A. Bartel, "Mathematische Modellierung in Anwendungen".
- M. Ehrhardt and M. Günther, "Modelling Stochastic Correlations in Finance".
- 2024
- P. S. Petrov, M. Ehrhardt and S. B. Kozitskiy, "A generalization of the split-step Padé method to the case of coupled acoustic modes equation in a 3D waveguide", Journal of Sound and Vibration, pp. 118304, 2024. Elsevier.
- M. Ehrhardt, M. Günther, B. Jacob, P. D. A. Bartel and J. Maten, "Modelling, Analysis and Simulation with Port-Hamiltonian Systems".
- E. J. W. Maten and M. Ehrhardt, "MS40: Computational methods for finance and energy markets" in 19th European Conference on Mathematics for Industry. pp. 377.
- P. Putek, P. PAPLICKI, R. Pulch, J. Maten, M. Günther and R. PA{\L}KA, "NONLINEAR MULTIOBJECTIVE TOPOLOGY OPTIMIZATION AND MULTIPHYSICS ANALYSIS OF A PERMANENT-MAGNET EXCITED SYNCHRONOUS MACHINE".
- M. Günther and D. M. M. Wandelt, "Numerical Analysis and Simulation I: ODEs".
- M. Ehrhardt and M. Günther, "Numerical Evaluation of Complex Logarithms in the Cox-Ingersoll-Ross Model".
- M. Ehrhardt and M. Günther, "Numerical Pricing of Game (Israeli) Options".
- M. Ehrhardt, B. Farkas, M. Günther, B. Jacob and P. D. A. Bartel, "Operator Splitting and Multirate Schemes".
- M. Calvo-Garrido, M. Ehrhardt and C. Vázquez, "PDE modeling and numerical methods for swing option pricing in electricity markets" in 19th European Conference on Mathematics for Industry. pp. 390.