Publikationen
- 2014
- L. Teng, M. Ehrhardt and M. G\"unther, "The Pricing of {Quanto} Options under Dynamic Correlation" in Proceedings of the 14th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2014, July 3-7, 2014, Cadiz, Spain, J. Vigo-Aguiar, Eds. Elsevier {BV}, Feb. 2014, pp. 1228--1238.
- Z. Bučková and M. Ehrhardt, "Splitting Methods on Special Meshes" in ECMI Newsletter 56, 2014, pp. 71--72.
- Z. Bučková, J. P. C. M. Silva, M. Ehrhardt, M. Günther and E. J. W. Maten, "STRIKE: Novel Methods in Computational Finance - A European mathematical research training network" in ECMI Newsletter 55, 2014, pp. 9-11.
- B. Tasi{\'{c}}, J. J. Dohmen, E. J. W. Maten, T. G. J. Beelen, W. H. A. Schilders, A. Vries and M. Beurden, "Robust {DC} and efficient time-domain fast fault simulation", {COMPEL} - The international journal for computation and mathematics in electrical and electronic engineering, vol. 33, no. 4, pp. 1161--1174, Jul. 2014. Emerald.
- J. Kienitz, "Transforming Volatility - Multi Curve Cap and Swaption Volatilities -", Int. Rev. Appl. Fin. Issues Econ., vol. 5(1), 2014.