Publikationen
- 2021
- J. Ackermann, T. Kruse and M. Urusov, "Optimal trade execution in an order book model with stochastic liquidity parameters", SIAM Journal on Financial Mathematics, vol. 12, no. 2, pp. 788--822, 2021. Society for Industrial and Applied Mathematics.
- M. Günther and A. Sandu, "Multirate linearly-implicit GARK schemes", BIT Numerical Mathematics, pp. 1--33, 2021. Springer Netherlands.
- C. Hachtel, A. Bartel, M. Günther and A. Sandu, "Multirate implicit Euler schemes for a class of differential--algebraic equations of index-1", Journal of Computational and Applied Mathematics, vol. 387, pp. 112499, 2021. North-Holland.
- M. Bannenberg, A. Ciccazzo and M. Günther, "A Combination of Model Order Reduction and Multirate Techniques for Coupled Dynamical Systems" in Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020, Springer International Publishing Cham, 2021, pp. 191--199.
- A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A Gradient Descent Algorithm for the Heston model", arXiv preprint arXiv:2110.14370, 2021.
