Applied and Computational Mathematics (ACM)

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.

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