Publikationen
- 2021
- L. Kapllani, L. Teng and M. Ehrhardt, "A multistep scheme to solve backward stochastic differential equations for option pricing on gpus" in Advances in High Performance Computing: Results of the International Conference on “High Performance Computing” Borovets, Bulgaria, 2019, 2021, pp. 196--208.
- M. Hutzenthaler, A. Jentzen, T. Kruse and others, "Multilevel Picard iterations for solving smooth semilinear parabolic heat equations", Partial Differential Equations and Applications, vol. 2, no. 6, pp. 1--31, 2021. Springer.
- F. Klass, A. Gabbana and A. Bartel, "A non-equilibrium bounce-back boundary condition for thermal multispeed LBM", J. Comput. Sci., vol. 53, pp. 101364, 2021. Elsevier {BV}.
- A. Clevenhaus, M. Ehrhardt and M. Günther, "A parallel Sparse Grid Combination Technique using the Parareal Algorithm", 2021.
- L. Teng, "A review of tree-based approaches to solve forward-backward stochastic differential equations", JCF, vol. 25, no. 3, pp. 125--159, 2021.
