Janos Benk, M.Sc.

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Address:
TU München
Institut für Informatik
Boltzmannstr. 3
85748 Garching b. München
Office:
MI 02.05.058
Email:
Benkmail.png
Phone:
(089) 289 18 602
Fax:
(089) 289 18 607
Office hours:
by arrangement
Main Research Topic:
Other contributions:
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
  • ...