K. Gausling and A. Bartel, "First Results for Uncertainty Quantification in Co-Simulation of Coupled Electric Circuits" in Scientific Computing in Electrical Engineering, Springer, 2016, pp. 243--251.

K. Mohaghegh, R. Pulch and J. Maten, "Model order reduction using singularly perturbed systems", APNUM, vol. 103, pp. 72--87, May 2016. Elsevier {BV}.

L. Teng, M. Ehrhardt and M. Günther, "Modelling stochastic correlation", Journal of Mathematics in Industry, vol. 6, no. 1, pp. 1--18, Mar. 2016. Springer Berlin Heidelberg.

I. Kossaczk{\'{y}}, M. Ehrhardt and M. Günther, "Modifications of the {PCPT} method for {HJB} equations", Author(s), 2016.

I. Kossaczk{\`y}, M. Ehrhardt and M. Günther, "Modifications of the PCPT method for HJB equations" in AIP Conference Proceedings, 2016, pp. 030002.

M. Günther, C. Hachtel and A. Sandu, "Multirate {GARK} Schemes for Multiphysics Problems" in Scientific Computing in Electrical Engineering, Springer International Publishing, 2016, pp. 115--121.

C. Hachtel, J. Kerler-Back, A. Bartel, M. Günther and T. Stykel, "Multirate DAE/ODE-Simulation and Model Order Reduction for Coupled Circuit-Field Systems", 2016.

A. Bartel, M. Günther, C. Hachtel and A. Sandu, "Multirate GARK schemes for multiphysics problems", pp. 115--121, 2016.

M. Günther and A. Sandu, "Multirate generalized additive Runge Kutta methods", Numerische Mathematik, vol. 133, no. 3, pp. 497--524, Aug. 2016. Springer Berlin Heidelberg.

F. Knechtli, M. Günther and M. Peardon, "Quantum Field Theory ({QFT}) on the Lattice" in {SpringerBriefs} in Physics, Springer Netherlands, Oct. 2016, pp. 1--34.

K. Gausling and A. Bartel, "First results for uncertainty quantification in co-simulation of coupled electrical circuits" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, 2016, pp. 243--251.

C. Hendricks, M. Ehrhardt and M. Günther, "High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique", Applied Numerical Mathematics, vol. 101, pp. 36--52, 2016. North-Holland.

Z. Buckova, M. Ehrhardt and M. Günther, "Fichera theory and its application in finance" in Progress in Industrial Mathematics at ECMI 2014 18, Springer, Berlin, Heidelberg, 2016, pp. 103--111.

S. Ankirchner, T. Kruse and M. Urusov, "Numerical approximation of irregular SDEs via Skorokhod embeddings", Journal of Mathematical Analysis and Applications, vol. 440, no. 2, pp. 692--715, 2016. Elsevier.

R. Pulch, A. Bartel and S. Schöps, "Quadrature methods with adjusted grids for stochastic models of coupled problems" in Progress in Industrial Mathematics at ECMI 2014 18, Russo, G. and Capasso, V. and Nicosia, G. and Romano, V., Eds. Springer, 2016, pp. 377--384.

J. Silva, E. 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 18, 2016, pp. 217--227.

J. P. Silva, 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}, G. Russo and V. Capasso and G. Nicosia and V. Romano, Eds. Springer International Publishing, 2016, pp. 217--227.

M. d. C. Calvo-Garrido, M. Ehrhardt and C. Vázquez Cendón, "Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach", Journal of Computational Finance, Forthcoming, vol. 20, no. 3, pp. 81--107, 2016.

I. Kossaczk{\`y}, M. Ehrhardt and M. Günther, "Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations", 2016.

E. J. W. Maten, "Part V: Uncertainty Quantification" in Scientific Computing in Electrical Engineering at SCEE 2014, Wuppertal, A. Bartel and M. Clemens and M. Günther and E. J. W. ter Maten, Eds. Springer International Publishing, 2016, pp. 153-154.

I. Kossaczk{\`y}, M. Ehrhardt and M. Günther, "On the non-existence of higher order monotone approximation schemes for HJB equations", Applied Mathematics Letters, vol. 52, pp. 53--57, 2016. Pergamon.

B. Tasi{\'{c}}, J. J. Dohmen, R. Janssen, E. J. W. Maten, R. Pulch and T. G. J. Beelen, "Fast Time-Domain Simulation for Reliable Fault Detection" in Proceedings of the 2016 Design, Automation {\&} Test in Europe Conference {\&} Exhibition ({DATE}), Research Publishing Services, 2016, pp. 301-306.

L. Teng, M. Ehrhardt and M. Günther, "On the Heston model with stochastic correlation", International Journal of Theoretical and Applied Finance, vol. 19, no. 06, pp. 1650033, 2016. World Scientific Publishing Company.

I. Kossaczk{\'{y}}, M. Ehrhardt and M. Günther, "On the non-existence of higher order monotone approximation schemes for {HJB} equations", Applied Mathematics Letters, vol. 52, pp. 53--57, Feb. 2016. Elsevier {BV}.

M. Ehrhardt, L. Jódar Sánchez and R. Company,Novel methods in computational finance, 2016.