Applied and Computational Mathematics (ACM)

Publikationen



2012
H. Kammeyer and J. Kienitz, "The {Heston–Hull–White} Model Part {I}: Finance and Analytics", Wilmott, vol. 2012, no. 57, pp. 46-53, 2012.
H. Kammeyer and J. Kienitz, "The Heston-Hull-White Model Part III: Design and Implementation", Wilmott, vol. 2012, no. 59, pp. 44-49, 2012.
H. Kammeyer and J. Kienitz, "The Heston–Hull–White Model Part II: Numerics and Examples", Wilmott, vol. 2012, no. 58, pp. 34-45, 2012.
V. Savcenco, B. Haut, E. J. W. Maten and R. M. M. Mattheij, "Time Domain Simulation of Power Systems with Different Time Scales" in {Scientific Computing in Electrical Engineering at {SCEE} 2010}, B. Michielsen and J.-R. Poirier, Eds. Springer Berlin Heidelberg, Okt. 2012, pp. 313--320.
2011
M. Striebel, M. Günther, F. Knechtli and M. Wandelt, "Accuracy of symmetric partitioned Runge-Kutta methods for differential equations on Lie-groups", arXiv preprint arXiv:1112.4336, 2011.

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