Publikationen
- 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, 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.