Publications Günther

P. Putek, P. PAPLICKI, R. Pulch, E. J. W. Maten, M. Günther, R. Paƚka and D. Lahaye, "Multi-objective topology optimization of a permanent magnet machine to reduce electromagnetic losses and cogging torque", International Journal of Applied Electromagnetics and Mechanics, vol. 53, no. 2_suppl, pp. S203–S212, 2017. IOS Press.

DOI: 10.3233/JAE-140162

J. Kienitz, T. McWalter and R. Sheppard, "PDE methods for SABR" in Novel Methods in Computational Finance, Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2017, pp. 265–291.

DOI: 10.1007/978-3-319-61282-9_15

J. Kienitz, "Negative rates: New market practice" in Novel Methods in Computational Finance, Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2017, pp. 47–63.

DOI: 10.1007/978-3-319-61282-9_4

F. Knechtli, M. Günther and M. Peardon, "Handling fermions on the lattice" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Netherlands, 2017, pp. 55–96.

DOI: 10.1007/978-94-024-0999-4_3

F. Knechtli, M. Günther and M. Peardon, "Calculating observables of quantum fields" in Lattice Quantum Chromodynamics: Practical Essentials, Springer Dordrecht, 2017, pp. 97–133.

DOI: 10.1007/978-94-024-0999-4_4

D. Shcherbakov, M. Ehrhardt, J. Finkenrath, M. Günther, F. Knechtli and M. Peardon, "Adapted nested force-gradient integrators: The Schwinger model case", Communications in Computational Physics, vol. 21, no. 4, pp. 1141–1153, 2017. Cambridge University Press.

DOI: 10.4208/cicp.OA-2016-0048

Novel Methods in Computational Finance (Book). Springer Cham, 2017.

DOI: 10.1007/978-3-319-61282-9

ISBN: 978-3-319-61281-2

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.

DOI: 10.1016/j.cam.2016.08.044

C. Hendricks, M. Ehrhardt and M. Günther, "Error splitting preservation for high order finite difference schemes in the combination technique", Numerical Mathematics: Theory, Methods and Applications, vol. 10, no. 3, pp. 689–710, 2017. Cambridge University Press.

DOI: 10.4208/nmtma.2017.m1511

E. J. W. Maten, M. Günther and M. Ehrhardt, "Reduced models in option pricing" in Progress in Industrial Mathematics at ECMI 2016, Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Pilar, Salgado and Vázquez-Méndez, Miguel E., Eds. Springer Cham, 2017, pp. 161–168.

DOI: 10.1007/978-3-319-63082-3_23

M. Ehrhardt, M. Günther and P. Pólvora, "Alternating direction explicit methods for linear, nonlinear and multi-dimensional Black-Scholes models" in Novel Methods in Computational Finance, Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2017, pp. 333–371.

DOI: 10.1007/978-3-319-61282-9_19

E. J. W. Maten, M. Günther and M. Ehrhardt, "Proper orthogonal decomposition in option pricing" in Novel Methods in Computational Finance, Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2017, pp. 441–452.

DOI: 10.1007/978-3-319-61282-9_24

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, Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2017, pp. 399–405.

DOI: 10.1007/978-3-319-61282-9_21

C. Heuer, P. Pólvora, M. Ehrhardt, M. Günther and E. J. W. Maten, "The STRIKE computational finance toolbox", Novel Methods in Computational Finance, pp. 561–601, 2017. Springer Cham.

DOI: 10.1007/978-3-319-61282-9_30

C. Hendricks, M. Ehrhardt and M. Günther, "High-order methods for parabolic equations in multiple space dimensions for option pricing problems", 2017.

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L. Teng, M. Ehrhardt and M. Günther, "Modelling and calibration of stochastic correlation in finance" in Novel Methods in Computational Finance, Ehrhardt, Matthias and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2017, pp. 83–105.

DOI: 10.1007/978-3-319-61282-9_6

L. Teng, M. Ehrhardt and M. Günther, "Numerical simulation of the Heston model under stochastic correlation", International Journal of Financial Studies, vol. 6, no. 1, pp. 3, 2017. MDPI.

DOI: 10.3390/ijfs6010003

I. Kossaczky, M. Ehrhardt and M. Günther, "The tree-grid method with control-independent stencil", Proceedings of Equadiff 2017 Conference, pp. 79–88, 2017. SPEKTRUM STU Publishing.

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F. Knechtli, M. Günther and M. Peardon,Lattice Quantum Chromodynamics: Practical Essentials. Springer Netherlands, 2017.

DOI: 10.1007/978-94-024-0999-4

ISBN: 978-94-024-0997-0

P. Putek, P. Meuris, R. Pulch, E. J. W. Maten, W. Schoenmaker and M. Günther, "Uncertainty quantification for robust topology optimization of power transistor devices", IEEE Transactions on Magnetics, vol. 52, no. 3, pp. 1–4, 2016. IEEE.

DOI: 10.1109/TMAG.2015.2479361

P. Putek, P. Meuris, R. Pulch, E. J. W. Maten, M. Günther, W. Schoenmaker, F. Deleu and A. Wieers, "Shape optimization of a power MOS device under uncertainties" in 2016 Design, Automation & Test in Europe Conference & Exhibition (DATE), IEEE, 2016, pp. 319–324.

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M. Günther and A. Sandu, "Multirate generalized additive Runge Kutta methods", Numerische Mathematik, vol. 133, no. 3, pp. 497–524, 2016. Springer New York.

DOI: 10.1007/s00211-015-0756-z

L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation with modified Ornstein-Uhlenbeck process" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 113–120.

DOI: 10.1007/978-3-319-23413-7_14

C. Hendricks, M. Ehrhardt and M. Günther, "Integrated forecasting of day-ahead prices in the German electricity market" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 333–339.

DOI: 10.1007/978-3-319-23413-7_44

E. J. W. Maten, M. Günther and M. Ehrhardt, "Proper orthogonal decomposition in option pricing: Basket options and Heston model" in Progress in Industrial Mathematics at ECMI 2014, Springer Cham, 2016, pp. 217–227.

DOI: 10.1007/978-3-319-23413-7_29

Publications Prof. Dr. Michael Günther