Janos Benk, M.Sc.: Difference between revisions
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; '''Publications:''' | ; '''Publications:''' | ||
* J. Benk, D. Pflüger, S. Schraufstetter: Pricing Multi-Dimensional Financial Derivatives with Dimensional Adaptive Combination Technique under the Heston Process, Journal of Computational Finance, 2012 (under review) | |||
* J. Benk, K. Long, R. Kirby, M. Mehl: Adaptive Parallel Cartesian Mesh in a FEM PDE-Toolbox Environment, ACM TOMS, 2012 (under review) | |||
* J. Benk, M. Mehl and M. Ulbrich: Sundance PDE Solvers on Cartesian Fixed Grids in Complex and Variable Geometries. In Proceedinggs of the ECCOMAS Thematic Conference CFD & Optimization, Antlya, Turkey, May 23-25, 2011, May 2011. | * J. Benk, M. Mehl and M. Ulbrich: Sundance PDE Solvers on Cartesian Fixed Grids in Complex and Variable Geometries. In Proceedinggs of the ECCOMAS Thematic Conference CFD & Optimization, Antlya, Turkey, May 23-25, 2011, May 2011. | ||
Revision as of 11:59, 17 April 2012
- Address:
- TU München
- Institut für Informatik
- Boltzmannstr. 3
- 85748 Garching b. München
- Office:
- MI 02.05.058
- Email:
- Error creating thumbnail: Unable to save thumbnail to destination
- Phone:
- (089) 289 18 602
- Fax:
- (089) 289 18 607
- Office hours:
- by arrangement
- Main Research Topic:
- SUNDANCE (Sandia,Trillinos): High-end Multi-Physical PDE Toolbox (MAC-B7). Links to FSI results computed within Sundance : vid1 , vid2
- Other contributions:
- FSI with PreCICE and Comsol
- Publications:
- J. Benk, D. Pflüger, S. Schraufstetter: Pricing Multi-Dimensional Financial Derivatives with Dimensional Adaptive Combination Technique under the Heston Process, Journal of Computational Finance, 2012 (under review)
- J. Benk, K. Long, R. Kirby, M. Mehl: Adaptive Parallel Cartesian Mesh in a FEM PDE-Toolbox Environment, ACM TOMS, 2012 (under review)
- J. Benk, M. Mehl and M. Ulbrich: Sundance PDE Solvers on Cartesian Fixed Grids in Complex and Variable Geometries. In Proceedinggs of the ECCOMAS Thematic Conference CFD & Optimization, Antlya, Turkey, May 23-25, 2011, May 2011.
- H.-J. Bungartz, J. Benk, B. Gatzhammer, M. Mehl and T. Neckel: Partitioned Simulation of Fluid-Structure Interaction on Cartesian Grids. In H.-J. Bungartz, M. Mehl and M. Schäfer (ed.), Fluid-Structure Interaction -- Modelling, Simulation, Optimisation, Part II, Volume 73 of LNCSE, p. 255–284. Springer, Berlin, Heidelberg, October 2010.
- J. Benk, H.-J. Bungartz, A.-E. Nagy und S. Schraufstetter: Variants of the Combination Technique for Multi-Dimensional Option Pricing. In Progress in Industrial Mathematics at ECMI 2010, Oktober 2010.
- S. Schraufstetter und J. Benk: A General Pricing Technique Based on Theta-Calculus and Sparse Grids. In Proceedings of the ENUMATH 2009 Conference, Dezember 2009.
- Posters:
- 2011 ACCES Achen
- 2011 IGGSE Raitenhaslach
- 2011 Simtech Stuttgart
- ...
- Presentations:
- 2011 ECCOMAS Thematic Conference CFD & Optimization, Antlya, Turkey, May 23-25
- ...