Publikationen
- 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.