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Preprints 2021
Effective Markovian Projection: Application to CMS Spread Options and Mid-Curve Swaptions
Felpel, M. and Kienitz J. and McWalter, T.A.
Preprint: imacm_21_09
downloadA Port-Hamiltonian Formulation of Coupled Heat Transfer
Jäschke, J. and Ehrhardt, M. and Günther, M. and Jacob, B.
Preprint: imacm_21_08
downloadEvent-based MILP models for ride-hailing applications
Gaul, D. and Klamroth, K. and Stiglmayr, M.
Preprint: imacm_21_07
downloadMULTIRATE LINEARLY-IMPLICIT GARK SCHEMES
Günther, M. and Sandu, A.
Preprint: imacm_21_06
downloadReflectionless propagation of Manakov solitons on a line: A model based on the concept of transparent boundary conditions
Sabirov, K.K. and Yusupov, J.R. and Aripov, M.M. and Ehrhardt, M. and Matrasulov, D.U.
Preprint: imacm_21_05 downloadReduced Order Multirate Schemes for Coupled Differential-Algebraic Systems
Bannenberg, M.W.F.M. and Ciccazzo, A. and Günther, M.
Preprint: imacm_21_04 downloadHigher Strong Order Methodsfor Itô SDEs on Matrix Lie Groups
Muniz, M. and Ehrhardt, M. and Günther, M. and Winkler, R.
Preprint: imacm_21_03 downloadEnhanced fifth order WENO Shock-Capturing Schemes with Deep Learning
Kossaczka, T. and Ehrhardt, M. and Günther, M.
Preprint: imacm_21_02 downloadAsymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, T. and Teng, L.
Preprint: imacm_21_01 download
zuletzt bearbeitet am: 08.03.2021