Janos Benk

Variants of the Combination Technique for Multi-Dimensional Option Pricing

Hans-Joachim Bungartz, Stefanie Schraufstetter, Janos Benk, 2012 .

Hybrid parallel solutions of the Black-Scholes PDE with the truncated combination technique

Dirk Pflüger, Janos Benk, D. Pflüger, 2012, 2012 International Conference on High Performance Computing & Simulation (HPCS).

Sundance PDE Solvers on Cartesian Fixed Grids in Complex and Variable Geometries

Janos Benk, J. Benk, 2011 .

Seminar "Computational Finance"

Stefanie Schraufstetter, Janos Benk, J. Benk, 2010 .

Partitioned Simulation of Fluid-Structure Interaction on Cartesian Grids

Hans-Joachim Bungartz, Tobias Neckel, Miriam Mehl, 2011 .

A General Pricing Technique Based on Theta-Calculus and Sparse Grids

Stefanie Schraufstetter, Janos Benk, 2010 .

Immersed Boundary Methods for Fluid-Structure Interaction and Shape Optimization within an FEM-Based PDE Toolbox

Michael Ulbrich, Hans-Joachim Bungartz, Miriam Mehl, 2013 .

Immersed boundary methods within a PDE toolbox on distributed memory systems

Janos Benk, J. Benk, 2012 .

A holistic fast and parallel approach for accurate transient simulations of analog circuits

Konrad Waldherr, Janos Benk, Georg Denk, 2017 .

Pricing Multidimensional Financial Derivatives with Stochastic Volatilities Using the Dimensional-Adaptive Combination Technique

Dirk Pflüger, Janos Benk, 2017 .