Publications
- 2010
- J. Kienitz, "Tempered Stable Process" in Encyclopedia of Quantitative Finance, John Wiley & Sons, 2010.
- C. P. Fries and J. Kienitz, "Monte-Carlo simulation with boundary conditions (with applications to stress testing, CEV and variance-Gamma simulation)", SSRN Electronic Journal, pp. 1–40, 2010. Elsevier.
- J. Kienitz, "Monte Carlo Greeks for advanced financial applications- Jump diffusions and (time-Changed) Lévy processes based models", International Review of Applied Financial Issues and Economics, vol. 2, pp. 167–192, 2010. S.E.I.F at Paris.
- M. Ehrhardt, "Fixed domain transformations and split-step finite difference schemes for nonlinear Black-Scholes equations for American options" in Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing, Ehrhardt, Matthias, Eds. Nova Science Publishers, 2010, pp. 243–273.
- M. Ehrhardt, "Modeling boundary conditions for solving stationary Schrödinger equations", Preprint IMACM, 2010. Bergische Universität Wuppertal.
- M. Ehrhardt, "Absorbing boundary condition for hyperbolic systems", Numerical Mathematics: Theory, Methods and Applications, vol. 3, no. 3, pp. 295–337, 2010. Global Science Press.
- M. Ehrhardt, "Fast numerical methods for waves in periodic media" in Wave Propagation in Periodic Media, Ehrhardt, Matthias, Eds. Bentham Science Publishers, 2010, pp. 135–166.
- Wave Propagation in Periodic Media: Analysis, Numerical Techniques and practical Applications. Bentham Science Publishers, 2010.
ISBN: 9781608051502
- M. Günther and A. Jüngel,Finanzderivate mit Matlab: Mathematische Modellierung und Numerische Simulation. 2. Auflage Vieweg+ Teubner, 2010.
ISBN: 978-3-8348-0879-0
- T. Bechtold, D. Hohlfeld, E. B. Rudnyi and M. Günther, "Efficient extraction of thin-film thermal parameters from numerical models via parametric model order reduction", Journal of Micromechanics and Microengineering, vol. 20, no. 4, pp. 045030, 2010. IOP Publishing.
- 2009
- M. Striebel, A. Bartel and M. Günther, "A multirate ROW-scheme for index-1 network equations", Applied Numerical Mathematics, vol. 59, no. 3, pp. 800–814, 2009. Elsevier.
- A. Bartel, S. Knorr and R. Pulch, "Wavelet-based adaptive grids for multirate partial differential-algebraic equations", Applied numerical mathematics, vol. 59, no. 3-4, pp. 495–506, 2009. North-Holland.
- S. Schöps, H. De Gersem and A. Bartel, "Co-simulation as multirate time integration of field/circuit coupled problems" in Proceedings of the 17th Conference on the Computation of Electromagnetic Fields - Compumag 2009, The International Compumag Society, 2009, pp. 227–228.
- M. Ehrhardt, "Numerical simulation of waves in periodic structures", Communications in Computational Physics, vol. 5, no. 5, pp. 849–870, 2009. Global Science Press.
- M. Ehrhardt, "Evaluation of scattering operators for semi-infinite periodic arrays", Communications in Mathematical Sciences, vol. 7, no. 2, pp. 347–364, 2009. International Press of Boston.
- M. Ehrhardt, "A model of an electrochemical flow cell with porous layer", Preprint WIAS, no. 1437, 2009. Weierstraß-Institut für Angewandte Analysis und Stochastik.
- M. Ehrhardt, "A threestepped coordinated level set segmentation method for identifying atherosclerotic plaques on MR-images", Communications for Numerical Methods in Engineering, vol. 25, no. 6, pp. 615–638, 2009. John Wiley & Sons.
- M. Ehrhardt, "Implementing exact absorbing boundary condition for the linear one-dimensional Schrödinger problem with variable potential by Titchmarsh-Weyl theory", Preprint WIAS, no. 1426, 2009. Weierstraß-Institut für Angewandte Analysis und Stochastik.
- M. Ehrhardt, "Numerical simulation of quantum wave guides" in VLSI and Computer Architecture, Watanabe, K., Eds. Nova Science Publishers, 2009, pp. 115–138.
- L. Šumichrast and M. Ehrhardt, "On the Transparent Boundary Conditions (TBC) for the parabolic wave equation" in ISTET 2009 - VXV International Symposium on Theoretical Engineering, VDE Verlag, 2009, pp. 1–1.
