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3篇 您的检索式：作者名="Matthias May"

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		题名	作者	年代	出处	被引量
	1	Minimally Invasive Fracture Treatment With Cannulated Lag Screws in Intracapsular Fractures of the Condyle显示文摘	Eckart Pilling Matthias Schneider Ronald Mai Richard A. Loukota Uwe Eckelt	2006	Journal of Oral and Maxillofacial Surgery2006，，5：	1
	2	Safety of Pancreatic Surgery in Patients with Simultaneous Liver Cirrhosis: A Single Center Experience显示文摘	Peter Warnick Ivo Mai Fritz Klein Andreas Andreou Marcus Bahra Peter Neuhaus Matthias Glanemann	2011	Pancreatology2011，，1：	1
	3	Modelling and Numerical Valuation of Power Derivatives in Energy Markets显示文摘In this work we investigate the pricing of swing options in a model where the underlying asset follows a jump diffusion process.We focus on the derivation of the partial integro-differential equation(PIDE)which will be applied to swing contracts and construct a novel pay-off function from a tree-based pay-off matrix that can be used as initial condition in the PIDE formulation.For valuing swing type derivatives we develop a theta implicit-explicit finite difference scheme to discretize the PIDE using a Gaussian quadrature method for the integral part.Based on known results for the classical theta-method the existence and uniqueness of solution to the new implicit-explicit finite difference method is proven.Various numerical examples illustrate the usability of the proposed method and allow us to analyse the sensitivity of swing options with respect to model parameters.In particular the effects of number of exercise rights,jump intensities and dividend yields will be investigated in depth.	Mai Huong Nguyen Matthias Ehrhardt	2012	Advances in Applied Mathematics and Mechanics2012，4，3：	0

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