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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
  • A Port-Hamiltonian Formulation of Coupled Heat Transfer

    Jäschke, J. and Ehrhardt, M. and Günther, M. and Jacob, B.

    Preprint: imacm_21_08
  • Event-based MILP models for ride-hailing applications

    Gaul, D. and Klamroth, K. and Stiglmayr, M.

    Preprint: imacm_21_07

    Günther, M. and Sandu, A.

    Preprint: imacm_21_06
  • Reflectionless 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 download
  • Reduced Order Multirate Schemes for Coupled Differential-Algebraic Systems

    Bannenberg, M.W.F.M. and Ciccazzo, A. and Günther, M.

    Preprint: imacm_21_04 download
  • Higher Strong Order Methodsfor Itô SDEs on Matrix Lie Groups

    Muniz, M. and Ehrhardt, M. and Günther, M. and Winkler, R.

    Preprint: imacm_21_03 download
  • Enhanced fifth order WENO Shock-Capturing Schemes with Deep Learning

    Kossaczka, T. and Ehrhardt, M. and Günther, M.

    Preprint: imacm_21_02 download
  • Asymmetry 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