Publikationen
- 2010
- A. Verhoeven, M. Striebel and E. J. W. Maten, "Model Order Reduction for Nonlinear {IC} Models with {POD}" in Scientific Computing in Electrical Engineering at {SCEE} 2008, J. Roos and L. R. J. Costa, Eds. Springer Berlin Heidelberg, 2010, pp. 571--578.
- X. Antoine, C. Besse, M. Ehrhardt and P. Klein, "Modeling boundary conditions for solving stationary Schrödinger equations", 2010.
- J. }. {Kienitz, "Monte Carlo Greeks for Advanced Financial Applications - Jump Diffusion and (Time-Changed) Lévy Processes based Models", International Review of Applied Financial Issues and Economics, vol. 2(1), 2010.
- M. Ehrhardt and others, "Fixed domain transformations and split-step finite difference schemes for nonlinear Black--Scholes equations for American options", 2010.
- K. Mohaghegh, M. Striebel, E. J. W. Maten and R. Pulch, "Nonlinear Model Order Reduction Based on Trajectory Piecewise Linear Approach: Comparing Different Linear Cores" in Scientific Computing in Electrical Engineering at {SCEE} 2008, J. Roos and L. R. J. Costa, Eds. Springer Berlin Heidelberg, 2010, pp. 563--570.