Preprints
- 2016
3380.
Teng, Long; Ehrhardt, Matthias; Günther, Michael
On the Heston model with stochastic correlation
International Journal of Theoretical and Applied Finance, 19 (06) :1650033
2016
Herausgeber: World Scientific Publishing Company3379.
Teng, Long; Ehrhardt, Matthias; Günther, Michael
On the Heston model with stochastic correlation
International Journal of Theoretical and Applied Finance, 19 (06) :1650033
2016
Herausgeber: World Scientific Publishing3378.
Teng, Long; Ehrhardt, Matthias; Günther, Michael
On the Heston model with stochastic correlation
International Journal of Theoretical and Applied Finance, 19 (06) :1650033
2016
Herausgeber: World Scientific Publishing3377.
Teng, Long; Ehrhardt, Matthias; Günther, Michael
On the Heston model with stochastic correlation
International Journal of Theoretical and Applied Finance, 19 (06) :1650033
2016
Herausgeber: World Scientific Publishing3376.
Kossaczk{\'{y}}, Igor; Ehrhardt, Matthias; Günther, Michael
On the non-existence of higher order monotone approximation schemes for {HJB} equations
Applied Mathematics Letters, 52 :53--57
Februar 2016
Herausgeber: Elsevier {BV}3375.
Ehrhardt, Matthias; Günther, Michael
On the non-existence of higher order monotone approximation schemes for HJB equations
Applied Mathematics Letters, 52 :53--57
2016
Herausgeber: Pergamon3374.
Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
On the non-existence of higher order monotone approximation schemes for HJB equations
Applied Mathematics Letters, 52 :53–57
2016
Herausgeber: Pergamon3373.
Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
On the non-existence of higher order monotone approximation schemes for HJB equations
Applied Mathematics Letters, 52 :53–57
2016
Herausgeber: Pergamon3372.
Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
On the non-existence of higher order monotone approximation schemes for HJB equations
Applied Mathematics Letters, 52 :53–57
2016
Herausgeber: Pergamon3371.
Glück, Jochen
On the peripheral spectrum of positive operators
Positivity, 20 (2) :307--336
2016
ISSN: 1385-12923370.
Gallus, Jens; Kirchner, Ulf; Vogt, Rainer; Boerensen, Christoph; Benter, Thorsten
On-road particle number measurements using a portable emission measurement system (PEMS)
Atmospheric Environment, 124 (A) :37-45
20163369.
Gallus, Jens; Kirchner, Ulf; Vogt, Rainer; Boerensen, Christoph; Benter, Thorsten
On-road particle number measurements using a portable emission measurement system (PEMS)
Atmospheric Environment, 124 (A) :37-45
20163368.
Gallus, Jens; Kirchner, Ulf; Vogt, Rainer; Boerensen, Christoph; Benter, Thorsten
On-road particle number measurements using a portable emission measurement system (PEMS)
Atmospheric Environment, 124 (A) :37-45
20163367.
Wu, Xueran; Jacob, Birgit; Elbern, Hendrik
Optimal control and observation locations for time-varying systems on a finite-time horizon
SIAM J. Control Optim., 54 (1) :291--316
20163366.
[german] Tausch, Michael W.; Dörschelln, Jennifer; Banerji, Amitabh; Zepp, Melanie
organic photo electronics - Didaktisches Kofferset zu organischen LEDs und Solarzellen
Praxis der Naturwissenschaften - Chemie in der Schule, 65 (1) :28--31
20163365.
Sayed, S. El; Bolten, M.; Pleiter, D.; Frings, W.
Parallel I/O characterisation based on server- side performance counters
2016 1st Joint International Workshop on Parallel Data Storage and data Intensive Scalable Computing Systems (PDSW-DISCS), Seite 7--12
20163364.
Sayed, S. El; Bolten, Matthias; Pleiter, D.; Frings, W.
Parallel I/O characterisation based on server- side performance counters
2016 1st Joint International Workshop on Parallel Data Storage and data Intensive Scalable Computing Systems (PDSW-DISCS), Seite 7-12
20163363.
Sayed, S. El; Bolten, M.; Pleiter, D.; Frings, W.
Parallel I/O characterisation based on server- side performance counters
2016 1st Joint International Workshop on Parallel Data Storage and data Intensive Scalable Computing Systems (PDSW-DISCS), Seite 7-12
20163362.
Maten, E. J. W
Part V: Uncertainty Quantification
In A. Bartel and M. Clemens and M. Günther and E. J. W. ter Maten, Editor, Scientific Computing in Electrical Engineering at SCEE 2014, Wuppertal Band 23 aus Mathematics in Industry
Seite 153-154
Herausgeber: Springer International Publishing
2016
153-1543361.
[german] Tausch, Michael W.; Heffen, Maria
Photosynthese und Atmung en miniature - Teil 1
Chemie \& Schule, 31 (3) :5
20163360.
Ehrhardt, Matthias; Günther, Michael
Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations
20163359.
Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations
Preprint IMACM
2016
Herausgeber: Bergische Universität Wuppertal3358.
Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations
Preprint IMACM
2016
Herausgeber: Bergische Universität Wuppertal3357.
Kossaczky, Igor; Ehrhardt, Matthias; Günther, Michael
Piecewise fixed policy timestepping schemes for Hamilton-Jacobi-Bellman equations
Preprint IMACM
2016
Herausgeber: Bergische Universität Wuppertal3356.
Ehrhardt, Matthias; Vázquez Cendón, Carlos
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Journal of Computational Finance, Forthcoming, 20 (3) :81--107
2016