Search Results

• Mathematical Modeling and Hyers-Ulam Stability for a Nonlinear Epidemiological Model with $Φ_p$ Operator and Mittag-Leffler Kernel

  Achraf Zinihi, Moulay Rchid Sidi Ammi, Matthias Ehrhardt

  2025-07-19

  7426 463 Pages:1481-1508

• Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies

  Michelle Muniz, Matthias Ehrhardt, Michael Günther, Renate Winkler

  2022-01-24

  40886 3224 Pages:528-538

• An ADI Sparse Grid Method for Pricing Efficiently American Options under the Heston Model

  A. Clevenhaus, M. Ehrhardt, M. Günther

  2021-11-17

  49325 4048 Pages:1384-1397

• Valuation of Basket Credit Default Swaps Under Stochastic Default Intensity Models

  Nneka Umeorah, Matthias Ehrhardt, Phillip Mashele

  2020-07-24

  49478 3084 Pages:1301-1326

• Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem

  Germán I. Ramírez-Espinoza, Matthias Ehrhardt

  2021-07-01

  44429 4739 Pages:759-790

• Modelling and Numerical Valuation of Power Derivatives in Energy Markets

  Mai Huong Nguyen, Matthias Ehrhardt

  2012-04-01

  41156 5064 Pages:259-293 Open-access

• Efficient Numerical Valuation of Continuous Installment Options

  Anton Mezentsev, Anton Pomelnikov, Matthias Ehrhardt

  2018-08-10

  41587 4156 Pages:141-164