Matthias Ehrhardt
Results
Journal Article
Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies
Advances in Applied Mathematics and Mechanics, Vol. 14 (2022), Iss. 2 : pp. 528–538
Journal Article
Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models
Advances in Applied Mathematics and Mechanics, Vol. 12 (2020), Iss. 5 : pp. 1301–1326
Journal Article
Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem
Advances in Applied Mathematics and Mechanics, Vol. 5 (2013), Iss. 6 : pp. 759–790
Journal Article
Modelling and Numerical Valuation of Power Derivatives in Energy Markets
Advances in Applied Mathematics and Mechanics, Vol. 4 (2012), Iss. 3 : pp. 259–293
Journal Article
Efficient Numerical Valuation of Continuous Installment Options
Advances in Applied Mathematics and Mechanics, Vol. 3 (2011), Iss. 2 : pp. 141–164
Journal Article
A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension
Numerical Mathematics: Theory, Methods and Applications, Vol. 11 (2018), Iss. 1 : pp. 1–29