Person:992161

Available identifiers

zbMath Open lipton.alexanderMaRDI QIDQ992161

List of research outcomes

Publication	Date of Publication	Type
Multilayer heat equations: application to finance	2022-08-30	Paper
Multilayer heat equations and their solutions via oscillating integral transforms	2022-06-17	Paper
Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary	2021-12-08	Paper
Generalized Integral Transforms in Mathematical Finance	2021-11-10	Paper
On the first hitting time density for a reducible diffusion process	2021-06-02	Paper
Blockchain and Distributed Ledgers	2021-04-02	Paper
A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES	2021-03-16	Paper
OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS	2020-08-05	Paper
Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling	2019-05-15	Paper
THE BROAD CONSEQUENCES OF NARROW BANKING	2019-03-15	Paper
Structural default model with mutual obligations	2018-11-09	Paper
On the First Hitting Time Density of an Ornstein-Uhlenbeck Process	2018-10-04	Paper
MODERN MONETARY CIRCUIT THEORY, STABILITY OF INTERCONNECTED BANKING NETWORK, AND BALANCE SHEET OPTIMIZATION FOR INDIVIDUAL BANKS	2016-10-24	Paper
Efficient solution of structural default models with correlated jumps and mutual obligations	2016-04-29	Paper
Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results	2015-04-23	Paper
Pricing credit default swaps with bilateral value adjustments	2014-09-05	Paper
ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS	2013-04-22	Paper
Credit default swaps with and without counterparty and collateral adjustments	2012-12-13	Paper
Dynamic credit models	2012-01-25	Paper
Predictability and unpredictability in financial markets	2010-09-11	Paper
Stochastic volatility models and Kelvin waves	2008-09-09	Paper
On the spectrum of hyperbolic flows	2007-08-15	Paper
A new class of instabilities of rotating fluids	2004-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q4440480	2004-01-05	Paper
Exact description of the spectrum of elliptical vortices in hydrodynamics and magnetohydrodynamics	2003-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q2763689	2002-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q2708697	2001-11-02	Paper
Three-Dimensional Instabilities of Standing Waves in Rotating Fluids	2001-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q2725586	2001-01-01	Paper
A new class of instabilities of rotating flows	2000-01-11	Paper
https://portal.mardi4nfdi.de/entity/Q4245118	1999-09-15	Paper
Asymptotic Analysis of Secondary Instabilities of Rotating Fluids	1998-10-18	Paper
Short-wavelength instabilities of Riemann ellipsoids	1998-04-29	Paper
A numerical and analytical study of vortex rings with swirl	1997-04-08	Paper
The onset of instability in exact vortex rings with swirl	1997-02-23	Paper
On the instability of certain motions of an ideal incompressible fluid	1995-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q4273536	1994-06-13	Paper
Localized instabilities of vortex rings with swirl	1994-05-10	Paper
Multiconstrained variational problems in magnetohydrodynamics: Equilibrium and slow evolution	1993-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q4040679	1993-06-05	Paper
Short wavelength instabilities of rotating, compressible fluid masses	1992-11-10	Paper
Local stability conditions in fluid dynamics	1992-09-26	Paper
A determination of the number of caterpillars	1985-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Alexander Lipton-Lifschitz