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.