2 papers
physics.geo-ph2025
A finite element-based machine learning model for hydro-mechanical analysis of swelling behavior in clay-sulfate rocks
Reza Taherdangkoo, Mostafa Mollaali, Matthias Ehrhardt +4
The hydro-mechanical behavior of clay-sulfate rocks, especially their swelling properties, poses significant challenges in geotechnical engineering. This study presents a hybrid co…
math.NA2025
A Space Mapping approach for the calibration of financial models with the application to the Heston model
Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt
We present a novel approach for parameter calibration of the Heston model for pricing an Asian put option, namely space mapping. Since few parameters of the Heston model can be dir…