| Publication | Date of Publication | Type |
|---|
| The Numerical Solution of the American Option Pricing Problem | 2015-09-16 | Paper |
| The Time-Discrete Method of Lines for Options and Bonds | 2015-02-18 | Paper |
| The evaluation of barrier option prices under stochastic volatility | 2013-07-25 | Paper |
| THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES | 2009-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3616046 | 2009-03-24 | Paper |
| THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING | 2006-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4530253 | 2002-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4704915 | 1999-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4261798 | 1999-09-16 | Paper |
| Parabolic PDEs with hysteresis and quasivariational inequalities | 1999-09-16 | Paper |
| Front tracking for the supercooled Stefan problem | 1994-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4309799 | 1994-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359707 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198846 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350741 | 1990-01-01 | Paper |
| A least squares method for finding the Preisach hysteresis operator from measurements | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4735422 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809204 | 1988-01-01 | Paper |
| Continuous Orthonormalization for Multi-point Problems for Linear Ordinary Differential Equations | 1987-01-01 | Paper |
| Continuous orthonormalization for boundary value problems | 1986-01-01 | Paper |
| On a Problem in the Polymer Industry: Theoretical and Numerical Investigation of Swelling | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3723641 | 1985-01-01 | Paper |
| Free boundary problems with nonlinear source terms | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3692797 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3659077 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943361 | 1982-01-01 | Paper |
| A numerical method for the solidification of a binary alloy | 1981-01-01 | Paper |
| Hele-Shaw flow with a cusping free boundary | 1981-01-01 | Paper |
| The Method of Lines and Invariant Imbedding for Elliptic and Parabolic Free Boundary Problems | 1981-01-01 | Paper |
| An Analysis of the Method of Lines for the Reynolds Equation in Hydrodynamic Lubrication | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3904001 | 1980-01-01 | Paper |
| The method of lines for Poisson's equation with nonlinear or free boundary conditions | 1978-01-01 | Paper |
| The numerical solution of Stefan problems with front-tracking and smoothing methods | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3878712 | 1978-01-01 | Paper |
| One-Dimensional Parabolic Free Boundary Problems | 1977-01-01 | Paper |
| An alternating direction method for multi-dimensional parabolic free surface problems | 1977-01-01 | Paper |
| An Application of the Method of Lines to Multidimensional Free Boundary Problems | 1977-01-01 | Paper |
| Heat transfer during fluidized-bed coating | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4072743 | 1975-01-01 | Paper |
| Initial value methods for boundary value problems. Theory and application of invariant imbedding | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4769913 | 1973-01-01 | Paper |
| Multidimensional Stefan Problems | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5634812 | 1972-01-01 | Paper |
| A Numerical Method for Two-Phase Stefan Problems | 1971-01-01 | Paper |
| On Diffusion in a Fractured Medium | 1971-01-01 | Paper |
| On a free interface problem for linear ordinary differential equations and the one-phase Stefan problem | 1970-01-01 | Paper |
| The Invariant Imbedding Equations for Multipoint Boundary Value Problems | 1970-01-01 | Paper |
| On Fixed Time Control Problems in a Banach Space | 1970-01-01 | Paper |
| On Solving Nonlinear Equations with a One-Parameter Operator Imbedding | 1969-01-01 | Paper |
| On a General Theory of Characteristics and the Method of Invariant Imbedding | 1968-01-01 | Paper |
