Publikationen
- 2015
- C. Hendricks, M. Ehrhardt and M. Günther, "High order combination technique for the efficient pricing of basket options", Acta Mathematica Universitatis Comenianae, vol. 84, no. 2, pp. 243–253, 2015. Univerzita Komenskeho.
- C. Hendricks, M. Ehrhardt and M. Günther, "High-order-compact ADI schemes for diffusion equations with mixed derivatives in the combination technique", Preprint IMACM, 2015. Bergische Universität Wuppertal.
- 2014
- Progress in differential-algebraic equations: Deskriptor 2013. .... Springer Berlin Heidelberg, 2014.
ISBN: 978-3-662-44925-7
- P. Putek, P. PAPLICKI, R. Pulch, E. J. W. Maten, M. Günther and R. Palka, "Nonlinear multiobjective topology optimization and multiphysics analysis of a permanent-magnet excited synchronous machine" in Optimization and Inverse Problems in Electromagnetism OIPE-2014 Book of Digests, TU Delf, 2014, pp. 107–108.
- M. Ehrhardt, "Nonstandard finite difference schemes for the Black-Scholes equation", Contemporary Mathematics, vol. 618, pp. 217–227, 2014. American Mathematical Society.
- M. Ehrhardt, "Numerical analysis of nonlinear European option pricing problem in illiquid markets", Preprint IMACM, 2014. Bergische Universität Wuppertal.
- M. Ehrhardt, L. J. Sánchez and R. J. Villanueva Micó, "Numerical methods and mathematical modelling in biology, medicine and social sciences", International Journal of Computer Mathematics, vol. 91, no. 2, pp. 176–178, 2014. Taylor & Francis.
- A. Bartel, M. Brunk and S. Schöps, "On the convergence rate of dynamic iteration for coupled problems with multiple subsystems", Journal of Computational and Applied Mathematics, vol. 262, pp. 14–24, 2014. North-Holland.
- M. Ehrhardt, "Popular support to terrorist organizations: A short-term prediction based on a dynamic model applied to a real case" in Mathematical modeling in social sciences and engineering, Nova Science Publishers, 2014, pp. 169–176.
- M. Ehrhardt, "Transient simulation of k⋅p-Schrödinger systems using discrete transparent boundary conditions" in Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques, Ehrhardt, Matthias and Koprucki, Thomas, Eds. Springer Cham, 2014, pp. 247–272.
- Progress in Industrial Mathematics at ECMI 2012. .... Springer Cham, 2014.
ISBN: 978-3-319-05364-6
- A. Di Bucchianico, J. Maten, R. Pulch, R. Janssen, J. Niehof, M. Hanssen and S. Kapora, "Robust and efficient uncertainty quantification and validation of RFIC isolation", Radioengineering, vol. 23, no. 1, pp. 308–318, 2014. Czech Technical University.
- B. Tasic, J. J. Dohmen, E. Maten, T. G.J. Beelen, W. H.A. Schilders, A. Vries and M. Beurden, "Robust DC and efficient time-domain fast fault simulation", COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering, vol. 33, no. 4, pp. 1161–1174, 2014. Emerald Group Publishing.
- Z. Bučková, J. P. C. M. Silva, M. Ehrhardt, M. Günther and E. J. W. Maten, "STRIKE: Novel Methods in Computational Finance - A European mathematical research training network" in ECMI Newsletter 55, 2014, pp. 9–11.
- L. Teng, M. Ehrhardt and M. Günther, "The pricing of Quanto options under dynamic correlation (short version)" in Proceedings of the 14th International Conference on Mathematical Methods in Science and Enginnering Volume IV, 2014, pp. 1228–1238.
- P. Putek, P. PAPLICKI and R. Pałka, "Topology optimization of rotor poles in a permanent-magnet machine using level set method and continuum design sensitivity analysis", COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering, vol. 33, no. 3, pp. 711–728, 2014. Emerald Group Publishing Limited.
- M. Ehrhardt and A. Sánchez-Sánchez, "Modelling the dynamics of the students’ academic performance in the German region of the North Rhine-Westphalia: An epidemiological approach with uncertainty", International Journal of Computer Mathematics, vol. 91, no. 2, pp. 241–251, 2014. Taylor & Francis.
- Multi-Band Effective Mass Approximations: Advanced Mathematical Models and Numerical Techniques. .... Springer Cham, 2014.
ISBN: 978-3-319-01426-5
- A. Bartel, M. Günther and E. J. W. Maten, "Elektronische Industrie — Mathematics Inside", Output Forschungsmagazin der Bergischen Universität Wuppertal, no. Nr. 12, pp. 30–35, 2014. Bergische Universität Wuppertal.
- M. Ehrhardt and M. Günther, "Modelling Stochastic Correlations in Finance", Preprint IMACM, 2014.