Applied and Computational Mathematics (ACM)

Publikationen



2021
J. Ackermann, T. Kruse and M. Urusov, "Optimal trade execution in an order book model with stochastic liquidity parameters", SIAM Journal on Financial Mathematics, vol. 12, no. 2, pp. 788--822, 2021. Society for Industrial and Applied Mathematics.
M. Günther and A. Sandu, "Multirate linearly-implicit GARK schemes", BIT Numerical Mathematics, pp. 1--33, 2021. Springer Netherlands.
C. Hachtel, A. Bartel, M. Günther and A. Sandu, "Multirate implicit Euler schemes for a class of differential--algebraic equations of index-1", Journal of Computational and Applied Mathematics, vol. 387, pp. 112499, 2021. North-Holland.
M. Bannenberg, A. Ciccazzo and M. Günther, "A Combination of Model Order Reduction and Multirate Techniques for Coupled Dynamical Systems" in Scientific Computing in Electrical Engineering: SCEE 2020, Eindhoven, The Netherlands, February 2020, Springer International Publishing Cham, 2021, pp. 191--199.
A. Clevenhaus, C. Totzeck and M. Ehrhardt, "A Gradient Descent Algorithm for the Heston model", arXiv preprint arXiv:2110.14370, 2021.

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