Applied and Computational Mathematics (ACM)

Publikationen



2017
C. Hendricks, C. Heuer, M. Ehrhardt and M. Günther, "High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance", Journal of Computational and Applied Mathematics, vol. 316, pp. 175--194, 2017. North-Holland.
C. Hendricks, C. Heuer, M. Ehrhardt and M. Günther, "High-Order-Compact {ADI} schemes for pricing basket options in the combination technique" in Novel Methods in Computational Finance, M. Ehrhardt and M. Günther and E. J. W. ter Maten, Eds. Springer, 2017, pp. 399--405.
C. Hendricks, C. Heuer, M. Ehrhardt and M. Günther, "High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique", Novel Methods in Computational Finance, pp. 399--405, 2017. Springer International Publishing.
M. Coulon, M. Ehrhardt, M. Grossinho, K. {. Hout}, C. Oosterlee, A. Shiryaev, N. Touzi and C. V. (eds), "ICCF 2017 - Novel Methods in Computational Finance" in Special Issue of Applied Mathematical Finance of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal, 2017.
C. H. Lai, M. Grossinho, M. Ehrhardt, M. Guerra, J. Janela, D. Sevcovic and C. Vázquez, "ICCF 2017 - Novel Methods in Computational Finance" in Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal, 2017.

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