Publikationen
- 2016
- I. Kossaczk{\`y}, M. Ehrhardt and M. Günther, "On the non-existence of higher order monotone approximation schemes for HJB equations", Applied Mathematics Letters, vol. 52, pp. 53--57, 2016. Pergamon.
- B. Tasi{\'{c}}, J. J. Dohmen, R. Janssen, E. J. W. Maten, R. Pulch and T. G. J. Beelen, "Fast Time-Domain Simulation for Reliable Fault Detection" in Proceedings of the 2016 Design, Automation {\&} Test in Europe Conference {\&} Exhibition ({DATE}), Research Publishing Services, 2016, pp. 301-306.
- L. Teng, M. Ehrhardt and M. Günther, "On the Heston model with stochastic correlation", International Journal of Theoretical and Applied Finance, vol. 19, no. 06, pp. 1650033, 2016. World Scientific Publishing Company.
- I. Kossaczk{\'{y}}, M. Ehrhardt and M. Günther, "On the non-existence of higher order monotone approximation schemes for {HJB} equations", Applied Mathematics Letters, vol. 52, pp. 53--57, Feb. 2016. Elsevier {BV}.
- M. Ehrhardt, L. Jódar Sánchez and R. Company,Novel methods in computational finance, 2016.