| Publication | Date of Publication | Type |
|---|
| High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility | 2023-05-22 | Paper |
| RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility | 2018-08-15 | Paper |
| Fast quadrature methods for options with discrete dividends | 2017-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5298461 | 2016-12-15 | Paper |
| A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK | 2016-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2823156 | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2823157 | 2016-10-06 | Paper |
| A meshless method for Asian style options pricing under the Merton jump-diffusion model | 2016-04-29 | Paper |
| Convergence of Arnoldi's method for generalized eigenvalue problems | 2015-08-04 | Paper |
| Krylov subspace method for fuzzy eigenvalue problem | 2015-02-17 | Paper |
| High-order computational methods for option valuation under multifactor models | 2014-07-27 | Paper |
| Efficient and high accuracy pricing of barrier options under the CEV diffusion | 2014-07-23 | Paper |
| Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems | 2014-01-31 | Paper |
| Numerical pricing of financial derivatives using Jain's high-order compact scheme | 2013-12-11 | Paper |
| A hybrid ENO reconstruction with limiters for systems of hyperbolic conservation laws | 2013-12-11 | Paper |
| A new radial basis functions method for pricing American options under Merton's jump-diffusion model | 2013-01-22 | Paper |
| A new fourth-order numerical scheme for option pricing under the CEV model | 2012-11-15 | Paper |
| A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems | 2011-04-08 | Paper |
| A weighted ENO-flux limiter scheme for hyperbolic conservation laws | 2011-01-20 | Paper |
| On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems | 2010-05-17 | Paper |
| Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES | 2010-04-16 | Paper |
| Analysis of a Semi-Circulant Preconditioner for a High-Order Compact Approximation of a Convection-Diffusion Model Problem | 2010-01-22 | Paper |
| A new method for accelerating Arnoldi algorithms for large scale eigenproblems | 2009-11-16 | Paper |
| A method for improving the performance of the WENO5 scheme near discontinuities | 2009-11-13 | Paper |
| Exponential time integration for fast finite element solutions of some financial engineering problems | 2009-02-25 | Paper |
| Analysis of incomplete factorizations for a nine-point approximation to a convection-diffusion model problem | 2009-02-25 | Paper |
| A fast high-order finite difference algorithm for pricing American options | 2008-11-06 | Paper |
| Exponential time integration and Chebychev discretisation schemes for fast pricing of options | 2008-09-01 | Paper |
| Numerical pricing of options using high-order compact finite difference schemes | 2008-07-11 | Paper |
| A new fourth-order non-oscillatory central scheme for hyperbolic conservation laws | 2008-04-28 | Paper |
| Analysis of a Fourth‐Order Scheme for a Three‐Dimensional Convection‐Diffusion Model Problem | 2007-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4737762 | 2004-08-11 | Paper |
| Fourth-order optimal iterative schemes for convection-diffusion equation | 2002-12-19 | Paper |
| Block iterative methods for the nine-point approximation to the convection-diffusion equation | 2002-12-19 | Paper |
| Analysis of algebraic systems arising from fourth‐order compact discretizations of convection‐diffusion equations | 2002-07-01 | Paper |
| A note on Hermitian splitting induced relaxation methods for convection-diffusion equations | 1999-11-22 | Paper |
| Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes | 1998-01-08 | Paper |
| Strides reduction algorithms for block tridiagonal linear systems | 1997-08-07 | Paper |
