Publications

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

J. Kienitz and P. Caspers,Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling. Palgrave Macmillan UK, 2017.

DOI: 10.1057/978-1-137-36019-9

ISBN: 9781137360199

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

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

M. Ehrhardt and C. Vázquez, "Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach", Journal of Computational Finance, vol. 20, no. 3, pp. 81–107, 2017. Incisive Media.

DOI: 10.21314/JCF.2016.317

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

M. Ehrhardt, "A new two-way artificial boundary condition for wave propagation" in 23rd AIAA/CEAS Aeroacoustics Conference, 2017, pp. 3509.

DOI: 10.2514/6.2017-3509

M. Ehrhardt, "Multiscale approach to parabolic equations derivation: Beyond the Linear theory", Procedia Computer Science, vol. 108, pp. 1823–1831, 2017. Elsevier.

DOI: 10.1016/j.procs.2017.05.085

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

M. Ehrhardt and D. Ševčovič, "Stochastic and Computational Finance (Preface)", International Journal of Computer Mathematics, vol. 94, no. 11, pp. 2145–2146, 2017. Taylor & Francis.

DOI: 10.1080/00207160.2017.1386373

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.

Download

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

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

R. Pulch, P. Putek, H. De Gersem and R. Gillon, "Identification of probabilistic input data for a Glue-Die-Package problem" in Progress in Industrial Mathematics at ECMI 2016, Quintela, Peregrina and Barral, Patricia and Gómez, Dolores and Pena, Francisco J. and Rodríguez, Jerónimo and Salgado, Pilar and Vázquez-Méndez, Miguel E., Eds. Springer Cham, 2017, pp. 255–262.

DOI: 10.1007/978-3-319-63082-3_40

K. Gausling and A. Bartel, "Coupling interfaces and their impact in field/circuit co-simulation", IEEE Transactions on Magnetics, vol. 52, no. 3, pp. 1–4, 2016. IEEE.

DOI: 10.1109/TMAG.2015.2471181

P. Putek, K. Gausling, A. Bartel, K. M. Gawrylczyk, R. Pulch and M. Günther, "Robust topology optimization of a permanent magnet synchronous machine using multi-level set and stochastic collocation methods" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 233–242.

DOI: 10.1007/978-3-319-30399-4_23

Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014. Springer Cham, 2016.

DOI: 10.1007/978-3-319-30399-4

ISBN: 978-3-319-30398-7

P. Putek, R. Pulch, A. Bartel, E. J. W. Maten, M. Günther and K. M. Gawrylczyk, "Shape and topology optimization of a permanent-magnet machine under uncertainties", Journal of Mathematics in Industry, vol. 6, no. 1, pp. 1–19, 2016. Springer Verlag.

DOI: 10.1186/s13362-016-0032-6

C. Hachtel, A. Bartel and M. Günther, "Interface reduction for multirate ODE-Solver" in Scientific Computing in Electrical Engineering: SCEE 2014, Wuppertal, Germany, July 2014, Bartel, Andreas and Clemens, Markus and Günther, Michael and ter Maten, E. Jan W., Eds. Springer Cham, 2016, pp. 185–193.

DOI: 10.1007/978-3-319-30399-4_19