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.

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, M. Ehrhardt and M. Günther and E. J. W. ter Maten, Eds. Springer, 2017, pp. 399--405.

C. Hendricks, C. Heuer, M. Ehrhardt and M. Günther, "High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique", Novel Methods in Computational Finance, pp. 399--405, 2017. Springer International Publishing.

M. Coulon, M. Ehrhardt, M. Grossinho, K. {. Hout}, C. Oosterlee, A. Shiryaev, N. Touzi and C. V. (eds), "ICCF 2017 - Novel Methods in Computational Finance" in Special Issue of Applied Mathematical Finance of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal, 2017.

C. H. Lai, M. Grossinho, M. Ehrhardt, M. Guerra, J. Janela, D. Sevcovic and C. Vázquez, "ICCF 2017 - Novel Methods in Computational Finance" in Special Issue of International Journal of Computer Mathematics of selected papers from these fields in Computational Finance, presented at ICCF 2017 - 2nd International Conference on Computational Finance, September 4-8, 2017, Lisbon, Portugal, 2017.

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

I. Kossaczk{\`y}, M. Ehrhardt and M. Günther, "The tree-grid method with control-independent stencil" in Proceedings of Equadiff 2017 Conference, K. Mikula and D. Sevcovic and J. Urban, Eds. 2017, pp. 79--88.

T. Kruse and A. Popier, "Lp-solution for BSDEs with jumps in the case p< 2: Corrections to the paper ‘BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration’", Stochastics, vol. 89, no. 8, pp. 1201--1227, 2017. Taylor & Francis.

E. J. W. Maten and M. Ehrhardt, "Minisymposium: Computational Methods for Finance and Energy Markets" in Progress in Industrial Mathematics at ECMI 2016 19, P. Quintela and P. Barral and D. Gómez and F.J. Pena and J. Rodriguez and P. Salgado and M. E. Vázquez-Méndez, Eds. Springer International Publishing, 2017, pp. 141--143.

L. Teng, M. Ehrhardt and M. Günther, "Modelling and Calibration of Stochastic Correlation in Finance", Novel Methods in Computational Finance, pp. 83--105, 2017. Springer International Publishing.

F. Knechtli, M. Günther and M. Peardon, "Monte Carlo Methods", Lattice Quantum Chromodynamics: Practical Essentials, pp. 35--53, Oct. 2017. Springer Netherlands.

F. Knechtli, M. Günther and M. Peardon,Lattice quantum chromodynamics: practical essentials, 2017.

P. S. Petrov, M. Ehrhardt and D. V. Makarov, "Multiscale Approach to Parabolic Equations Derivation: Beyond the Linear Theory", Procedia Computer Science, vol. 108, pp. 1823--1831, 2017. Elsevier.

P. Putek, R. Janssen, J. Niehof, E. J. W. t. Maten, R. Pulch, B. Tasi{\'c} and M. Günther, "Nanoelectronic coupled problem solutions: uncertainty quantification of RFIC interference" in Progress in Industrial Mathematics at ECMI 2016 19, 2017, pp. 271--279.

M. Günther and D. M. Wandelt, "Numerical Analysis and Simulation of Ordinary Differential Equations", 2017. University of Wuppertal.

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, Dec. 2017. {MDPI} {AG}.

L. Teng, M. Ehrhardt and M. G\"unther, "Numerical Simulation of the {Heston} model with Stochastic Correlation", International Journal of Financial Studies, vol. 6 (1):3, no. 1, 2017.

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.

K. Mikula, D. Ševčovič and J. Urbán, "Proceedings of EQUADIFF 2017 Conference", 2017.

J. P. Silva, E. J. W. Maten, M. Günther and M. Ehrhardt, "Proper Orthogonal Decomposition in Option Pricing", Novel Methods in Computational Finance, pp. 441--452, 2017. Springer International Publishing.

F. Knechtli, M. Günther and M. Peardon, "Quantum Field Theory (QFT) on the Lattice", Lattice Quantum Chromodynamics: Practical Essentials, pp. 1--34, 2017. Springer Netherlands.

J. P. Silva, E. J. W. t. Maten, M. Günther and M. Ehrhardt, "Reduced Models in Option Pricing" in Progress in Industrial Mathematics at ECMI 2016 19, Springer International Publishing, 2017, pp. 161--168.

M. Ehrhardt, M. d. R. Grossinho, D. Ševčovič and A. Shiryaev,Stochastic and Computational Finance Preface, 2017.

C. Heuer, P. Pólvora, J. Silva, M. Ehrhardt, M. Günther and E. J. W. Maten, "The STRIKE Computational Finance Toolbox", Novel Methods in Computational Finance, pp. 561--601, 2017. Springer International Publishing.

C. Heuer, P. Pólvora, J. Silva, M. Ehrhardt, M. Günther and E. J. W. Maten, "The {STRIKE} Computational Finance Toolbox" in Novel Methods in Computational Finance, M. Ehrhardt and M. Günther and E. J. W. ter Maten, Eds. Springer, 2017, pp. 561--601.