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Zitation

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Zeitschriftenartikel

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Lux, Kerstin ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 (2019) The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate. Open Access Advances in Difference Equations : ADE Cham 2019 Article 429 1-21 [Zeitschriftenartikel]
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Vorschau

Mickel, Annalena ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 (2021) The weak convergence rate of two semi-exact discretization schemes for the Heston model. Open Access Risks : Open Access Journal Basel 9 1 Article 23 [Zeitschriftenartikel]
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Klingert, Sonja ; Lee, Jong-Won (2022) Using real mobility patterns to assess the impact of 100% electrified mobility in a German city. Open Access Energy Informatics Cham 5 Article 32 1-24 [Zeitschriftenartikel]
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Dissertation

Schneider, Georg Hubert (2013) Lagrange interpolation and quasi-interpolation using trivariate splines on a uniform partition. Open Access Mannheim [Dissertation]
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Altmayer, Martin (2015) Quadrature of discontinuous SDE functionals using Malliavin integration by parts. Open Access Mannheim [Dissertation]
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Vorschau

Koch, Stefan (2019) Sensitivity results in stochastic analysis. Open Access Mannheim [Dissertation]
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Vorschau

Madensoy, Mehmet (2020) Change points and uniform confidence for spot volatility. Open Access Mannheim [Dissertation]
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Vorschau

Mickel, Annalena (2023) Weak and strong approximation of the Log-Heston model by Euler-Type methods and related topics. Open Access Mannheim [Dissertation]
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Rezension

Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 (2021) D. Higham, P. Kloeden: "An introduction to the numerical simulation of stochastic differential equations". Open Access Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg 124 119-122 [Rezension]
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