Publikationen
- 2013
- S. Schöps, A. Bartel and M. Günther, "An Optimal p-Refinement Strategy for Dynamic Iteration of ODEs and DAEs", PAMM, pp. 549-552, 2013.
- S. Schöps, A. Bartel and M. Günther, "An Optimal p-Refinement Strategy for Dynamic Iteration of Ordinary and Differential Algebraic Equations", PAMM, vol. 13, no. 1, pp. 549--552, 2013. WILEY-VCH Verlag Berlin.
- M. Ehrhardt and R. Valkov, "An unconditionally stable explicit finite difference scheme for nonlinear European option pricing problems", 2013.
- L. Teng, M. Ehrhardt and M. Günther, "Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults", International Journal of Theoretical and Applied Finance, vol. 16, no. 07, pp. 1350040, 2013. World Scientific Publishing Company.
- C. Hendricks and M. Ehrhardt, "Clean Spread Options in the German Electricity Market", 2013.
