Approximating Correlation Matrices Using Stochastic Lie Group Methods

by Michelle Muniz, Matthias Ehrhardt, Michael Günther
Published 2021-01-01

Numerical Simulation of the Heston Model under Stochastic Correlation

by Long Teng, Matthias Ehrhardt, Michael Günther
Published 2017-12-01

Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case

by Emma Viviani, Luca Di Persio, Matthias Ehrhardt
Published 2021-01-01

Pricing American Options with a Non-Constant Penalty Parameter

by Anna Clevenhaus, Matthias Ehrhardt, Michael Günther, Daniel Ševčovič
Published 2020-06-01

Mathematical models of the spread and consequences of the SARS-CoV-2 pandemics

by Alessandra Micheletti, Adérito Araújo, Neil Budko, Ana Carpio, Matthias Ehrhardt
Published 2021-09-01