N. Umeorah, P. Mashele and M. Ehrhardt, "Preprint Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives", 2019.

A. Bartel and M. Günther, "Preprint Inter/extrapolation-based multirate schemes—perspective", 2019.

J. Yusupov, K. Sabirov, M. Ehrhardt and D. Matrasulov, "QUANTUM NETWORKS WITH REFLECTIONLESS BRANCHING POINTS", BUKHARA--SAMARKAND--TASHKENT, vol. 16, pp. 142, 2019.

P. Putek, E. J. W. Maten, M. Günther, A. Bartel, R. Pulch, P. Meuris and W. Schoenmaker, "Robust Shape Optimization under Uncertainties in Device Materials, Geometry and Boundary Conditions", Nanoelectronic Coupled Problems Solutions, pp. 223--260, 2019. Springer International Publishing.

M. Günther, A. Brendel and W. Kellermann,Single-channel signal features for estimating microphone utility for coherent signal processing, 2019.

M. Ehrhardt, J. Gašper and S. Kilianová, "SIR-based mathematical modeling of infectious diseases with vaccination and waning immunity", Journal of Computational Science, vol. 37, pp. 101027, 2019. Elsevier.

S. Ankirchner, N. Kazi-Tani, M. Klein and T. Kruse, "Stopping with expectation constraints: 3 points suffice", Electronic Journal of Probability, vol. 24, pp. 1--16, 2019. Institute of Mathematical Statistics and Bernoulli Society.

I. Kossaczk{\`y}, M. Ehrhardt and M. Günther, "The 2D tree--grid method", Journal of Computational Finance, 2019.

T. Kruse, J. C. Schneider and N. Schweizer, "The joint impact of F-divergences and reference models on the contents of uncertainty sets", Operations Research, vol. 67, no. 2, pp. 428--435, 2019. INFORMS.

I. Kossaczk{\`y}, M. Ehrhardt and M. Günther, "The Two-Dimensional Tree--Grid Method", Journal of Computational Finance, Forthcoming, 2019.

I. Kossaczky, M. Ehrhardt and M. Guenther, "The two-dimensional tree-grid method", JOURNAL OF COMPUTATIONAL FINANCE, vol. 23, no. 2, pp. 29--57, 2019. INCISIVE MEDIA HAYMARKET HOUSE, 28-29 HAYMARKET, LONDON, SW1Y 4RX, ENGLAND.

M. C. Calvo-Garrido, M. Ehrhardt and C. Vázquez, "Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations", Applied Numerical Mathematics, vol. 139, pp. 77--92, 2019. North-Holland.

S. Ankirchner, M. Klein, T. Kruse and M. Urusov, "On a certain local martingale in a general diffusion setting", 2018.

C. Hendricks, M. Ehrhardt and M. Günther, "Hybrid Finite--Difference/Pseudospectral Methods for the Heston and Heston--Hull--White Partial Differential Equations", Journal of Computational Finance, vol. 21, no. 5, 2018.

I. Kossaczk{\`y}, M. Ehrhardt and M. Günther, "A new convergent explicit Tree-Grid method for HJB equations in one space dimension", Preprint, vol. 17, no. 06, 2018.

K. Gausling and A. Bartel, "Density Estimation Techniques in Cosimulation Using Spectral- and Kernel Methods" in Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016, Langer, U. and Amrhein, W. and Zulehner, W., Eds. Springer, 2018, pp. 81--89.

T. G. J. Beelen, J. J. Dohmen, E. J. W. Maten and B. Tasi{\'{c}}, "Fitting Generalized Gaussian Distributions for Process Capability Index" in Scientific Computing in Electrical Engineering at SCEE 2016, U. Langer and W. Amrhein and W. Zulehner, Eds. Springer International Publishing, 2018, pp. 169--176.

C. Hendricks, M. Ehrhardt and M. Günther, "Hybrid finite difference / pseudospectral methods for the {Heston} and {Heston-Hull-White PDE}", JCF, vol. 21, no. 5, pp. 1--33, 2018.

R. Pulch, P. Putek, H. de Gersem and R. Gillon, "Identification of probabilistic input data for a glue-die-package problem" in Progress in Industrial Mathematics at ECMI 2016, Quintela, P. and Barral, P. and Gómez, D. and Pena, F.J. and Rodríguez, J. and Salgado, P. and Vázquez-Mendéz, M.E., Eds. Springer,, 2018, pp. 255--262.

J. Kienitz and P. Caspers,Interest Rate Derivatives Explained: Volume 2 Term Structure and Volatility Modelling. .... Palgrave McMillan, 2018.

R. Pulch, P. Putek, E.J.W. and W. Schoenmaker, "IX: Uncertainty Quantification: Introduction and Implementations" in Nanoelectronic Coupled Problems Solutions, ter Maten, E. J. W. and Brachtendorf H., G. and Pulch, R. and Schoenmaker, W., Eds. Springer, 2018, pp. 195-216.

C. Hachtel, J. Kerler-Back, A. Bartel, M. Günther and T. Stykel, "Multirate {DAE}/{ODE}-simulation and model order reduction for coupled field-circuit systems" in Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016, Springer International Publishing, 2018, pp. 91--100.

C. Hachtel, J. Kerler-Back, A. Bartel, M. Günther and T. Stykel, "Multirate DAE/ODE-simulation and model order reduction for coupled field-circuit systems" in Scientific Computing in Electrical Engineering: SCEE 2016, St. Wolfgang, Austria, October 2016, 2018, pp. 91--100.

P. Putek, R. Janssen, J. Niehof, E. J. W. Maten, R. Pulch, B. Tasi{\'{c}} and M. Günther, "Nanoelectronic {COupled} Problems Solutions: uncertainty quantification for analysis and optimization of an {RFIC} interference problem", JMI, vol. 8 (1), pp. 1-22, 2018.

P. Putek, R. Janssen, J. Niehof, E. J. W. Maten, R. Pulch, B. Tasi{\'c} and M. Günther, "Nanoelectronic COupled Problems Solutions: uncertainty quantification for analysis and optimization of an RFIC interference problem", Journal of Mathematics in Industry, vol. 8, pp. 1--19, 2018. Springer Berlin Heidelberg.