Publikationen
- 2019
- S. Ankirchner, M. Klein and T. Kruse, "A verification theorem for optimal stopping problems with expectation constraints", Applied Mathematics & Optimization, vol. 79, no. 1, pp. 145--177, 2019. Springer US.
- A. Bartel and M. Günther, "Multirate Schemes", Novel Mathematics Inspired by Industrial Challenges, pp. 5, 2019.
- L. Teng and A. Clevenhaus, "Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation", JCS, vol. 36, pp. 101022, 2019.
- T. Kruse and P. Strack, "An inverse optimal stopping problem for diffusion processes", Mathematics of Operations Research, vol. 44, no. 2, pp. 423--439, 2019. INFORMS.
- T. Kruse and M. Urusov, "Approximating exit times of continuous Markov processes", arXiv preprint arXiv:1904.04344, 2019.
