DAAD funds research project between Wuppertal and Le Mans (F)
DAAD funds research project between Wuppertal and Le Mans (F)
Uncertainty Quantification
Publications
6805.
Calvo-Garrido, MC; Ehrhardt, M; V{\'a}zquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Page 3906804.
Calvo-Garrido, MC; Ehrhardt, M; Vázquez, C
PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry, Page 3906803.
Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions6802.
Ehrhardt, Matthias
Positive Schemes for Air Pollution Problems, Optimal Location of Industrial Enterprises and Optimization of their Emissions6801.
Carmen Calvo-Garrido, Mar{\i}a; Ehrhardt, Matthias; V{\'a}zquez, Carlos
Pricing swing options in electricity markets with two stochastic factors: PIDE modeling and numerical solution
3rd International Conference on Computational Finance (ICCF2019), Page 896800.
Carmen Calvo-Garrido, Mar{\i}a; Ehrhardt, Matthias; Vázquez, Carlos
Pricing swing options in electricity markets with two stochastic factors: PIDE modeling and numerical solution
3rd International Conference on Computational Finance (ICCF2019), Page 896799.
Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific6798.
Ehrhardt, M.; Günther, M.
Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft
Publisher: Springer6797.
Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific6796.
Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific6795.
Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific6794.
Teng, L.; Ehrhardt, M.; Günther, M.
Stochastic Correlation: Modelling, Analysis and Numerical Simulation with Applications in Finance
Publisher: World Scientific6793.
Günther, M; Ehrhardt, M; Knechtli, F; Shcherbakov, D; Striebel, M; Wandelt, M
Symmetric \& Volume Preserving Projection Schemes6792.
Putek, Piotr; Günther, Michael
Topology Optimization and Analysis of a PM synchronous Machine for Electrical Automobiles6791.
Ehrhardt, Matthias; Günther, Michael; Brunner, H; Dalhoff, A
Vorhersage-Modelle am Beispiel des Corona-Virus COVID-196790.
Ehrhardt, Matthias; Günther, Michael; Brunner, H; Dalhoff, A
Vorhersage-Modelle am Beispiel des Corona-Virus COVID-196789.
Ehrhardt, Matthias; Farkas, Bálint; Günther, Michael; Jacob, Birgit; Bartel, PD Dr Andreas
Operator Splitting and Multirate Schemes6788.
Ehrhardt, M.; Günther, M.
Numerik gewöhnlicher Differentialgleichungen : Anwendungen in Technik, Wirtschaft, Biologie und Gesellschaft
Publisher: Springer6787.
Ehrhardt, Matthias; Günther, Michael; Brunner, H
Mathematical Study of Grossman's model of investment in health capital6786.
Ehrhardt, Matthias; Günther, Michael; Jacob, Birgit; Bartel, PD Dr Andreas; Maten, Jan
Modelling, Analysis and Simulation with Port-Hamiltonian Systems- 2023
6785.
Ehrhardt, Matthias; Kruse, Thomas; Tordeux, Antoine
The Collective Dynamics of a Stochastic Port-Hamiltonian Self-Driven Agent Model in One Dimension
arXiv preprint arXiv:2303.14735
20236784.
Ehrhardt, M; Günther, M; Bartel, PD Dr A
Mathematische Modellierung in Anwendungen6783.
Silva, JP; Maten, J; Günther, M; Ehrhardt, M
Model Order Reduction Techniques for Basket Option Pricing6782.
Silva, JP; Maten, J; Günther, M; Ehrhardt, M
Model Order Reduction Techniques for Basket Option Pricing6781.
Ehrhardt, Matthias; Günther, Michael
Modelling Stochastic Correlations in Finance
