TY  - BOOK
A1  - Mautner, Karin
T1  - Numerical treatment of the Black-Scholes variational inequality in computational finance
Y1  - 2006
N1  - Humboldt-Univ., Diss
CY  - Berlin
ER  - 
TY  - JOUR
A1  - Mautner, Karin
A1  - Forster, Ralf
A1  - Kornhuber, Ralf
A1  - Sander, Oliver
T1  - Fast and Reliable Pricing of American Options with Local Volatility / Forster, Ralf ; Kornhuber, Ralf ; Mautner, Karin ; Sander, Oliver
JF  - Domain Decomposition Methods in Science and Engineering XVII
Y1  - 2008
SN  - 978-3-540-75198-4
N1  - Lecture Notes in Computational Sciece and Engineering ; 60
SP  - 383
EP  - 390
ER  - 
TY  - JOUR
A1  - Haselgruber, Nikolaus
A1  - Mautner, Karin
A1  - Thiele, Jan
T1  - Usage Space Analysis for Reliability Testing
JF  - Quality and Reliability Engineering International
N2  - During the development process of a complex technical product, one widely used and important technique is accelerated testing where the applied stress on a component is chosen to exceed the reference stress, i.e. the stress encountered in field operation, in order to reduce the time to failure. For that, the reference stress has to be known. Since a complex technical product may fail regarding numerous failure modes, stress in general is highly dimensional rather than scalar. In addition, customers use their products individually, i.e. field operation should be described by a distribution rather than by one scalar stress value. In this paper, a way to span the customer usage space is shown. It allows the identification of worst case reference stress profiles in significantly reduced dimensions with minimal loss of information. The application example shows that even for a complex product like a combustion engine, stress information can be compressed significantly. With low measurement effort it turned out that only three reference stress cycles were sufficient to cover a broad range of customer stress variety.
Y1  - 2010
U6  - http://dx.doi.org/10.1002/qre.1155
SN  - 1099-1638
N1  - Special Issue: Business and Industrial Statistics: Developments and Industrial Practices in Quality and Reliability
VL  - 26
IS  - 8
SP  - 877
EP  - 885
PB  - Wiley
CY  - New York
ER  -