Publikationen
- 2013
- S. Ankirchner and T. Kruse, "Optimal trade execution under price-sensitive risk preferences", Quantitative Finance, vol. 13, no. 9, pp. 1395--1409, 2013. Taylor & Francis.
- M. Ehrhardt, "A European Mathematics Network Against the Financial Crisis" in Forschungsmagazin Research bulletin Nr.~9 der Bergischen Universität Wuppertal - Sommersemester, 2013, pp. 18--23.
- L. Teng, M. Ehrhardt and M. Günther, "Numerical evaluation of complex logarithms in the Cox--Ingersoll--Ross model", International Journal of Computer Mathematics, vol. 90, no. 5, pp. 1083--1095, 2013. Taylor & Francis.
- M. Ehrhardt and R. E. Mickens, "A Nonstandard Finite Difference Scheme for Convection-Diffusion Equations having Constant Coefficients", Appl. Math. Comput., vol. 219, no. 12, pp. 6591--6604, 2013.
- D. Heubes, A. Bartel and M. Ehrhardt, "An Introduction to the Lattice Boltzmann Method for Coupled Problems", Progress in Computational Physics Volume 3: Novel Trends in Lattice-Boltzmann Methods, vol. 3, pp. 3, 2013. Bentham Science Publishers.
