Cathrin van Emmerich

Publication Activity (10 Years)

Years Active: 2009-2016
Publications (10 Years): 1

Top Topics

Stochastic Optimization

Conservation Laws

High Correlation

Top Venues

Int. J. Comput. Math.

Publications

Long Teng, Cathrin van Emmerich, Matthias Ehrhardt, Michael Günther
A versatile approach for stochastic correlation using hyperbolic functions. Int. J. Comput. Math. 93 (3) (2016)
Roland Pulch, Cathrin van Emmerich
Polynomial chaos for simulating random volatilities. Math. Comput. Simul. 80 (2) (2009)