Applied and Computational Mathematics (ACM)

Publikationen



2015
T. Kruse and P. Strack, "Optimal stopping with private information", Journal of Economic Theory, vol. 159, pp. 702--727, 2015. Elsevier.
L. Teng, M. Ehrhardt and M. Günther, "Option pricing with dynamically correlated stochastic interest rate", Acta Mathematica Universitatis Comenianae, vol. 84, no. 2, pp. 179--190, 2015.
L. Teng, M. Ehrhardt and M. G\"unther, "On the {Heston} model with Stochastic Correlation", IJTAF, vol. 19, no. 06, Sep. 2015.
P. Petrov and M. Ehrhardt, "On Mayfield's stability proof for the discretized transparent boundary condition for the parabolic equation", Appl. Math. Lett., vol. 44, pp. 45--49, 2015.
E. J. W. Maten, P. Putek, M. Günther, C. Tischendorf, C. Strohm, W. Schoenmaker, P. Meuris, B. De Smedt, P. Benner, L. Feng and others, "Nanoelectronic COupled Problems Solutions-nanoCOPS", 2015.

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