Applied and Computational Mathematics (ACM)

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.

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