| Publication | Date of Publication | Type |
|---|
| Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions | 2023-09-29 | Paper |
| A new options pricing method: semi-stochastic kernel regression method with constraints | 2023-08-16 | Paper |
| A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas | 2023-06-26 | Paper |
| An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate | 2022-02-17 | Paper |
| An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting | 2022-02-16 | Paper |
| Least-square-based control variate method for pricing options under general factor models | 2022-02-16 | Paper |
| A quick operator splitting method for option pricing | 2022-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4984760 | 2021-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5115182 | 2020-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5196962 | 2019-09-20 | Paper |
| On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes | 2018-09-28 | Paper |
| A hybrid Monte Carlo acceleration method of pricing basket options based on splitting | 2018-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4641066 | 2018-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2823520 | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462867 | 2016-01-15 | Paper |
| Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion | 2014-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2924611 | 2014-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398763 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398775 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398776 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900772 | 2013-01-24 | Paper |
| Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates | 2012-07-04 | Paper |
| Hermite spectral and pseudospectral methods for nonlinear partial differential equation in multiple dimensions | 2011-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072844 | 2011-02-05 | Paper |
| An efficient control variate method for pricing variance derivatives | 2010-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320152 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3630867 | 2009-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3611228 | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3611233 | 2009-03-06 | Paper |
| Modified Laguerre spectral and pseudospectral methods for nonlinear partial differential equations in multiple dimensions | 2008-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5483629 | 2006-08-23 | Paper |
| Integral price formulas for lookback options | 2006-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4673343 | 2005-04-29 | Paper |
| Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model | 2005-03-01 | Paper |
| Mixed Laguerre-Legendre pseudospectral method for incompressible fluid flow in an infinite strip | 2003-10-29 | Paper |
| Numerical analysis on binomial tree methods for a jump-diffusion model. | 2003-07-29 | Paper |
| Spectral and pseudospectral approximations using Hermite functions: Application to the Dirac equation | 2003-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4551556 | 2003-02-04 | Paper |
| Mixed Laguerre-Legendre spectral method for incompressible flow in an infinite strip | 2002-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769398 | 2002-02-05 | Paper |
| On two-dimensional unsteady incompressible fluid flow in an infinite strip | 2001-11-01 | Paper |
| Hermite pseudospectral method for nonlinear partial differential equations | 2001-08-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4349546 | 1997-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4349527 | 1997-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3124336 | 1997-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4010097 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831369 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3805087 | 1986-01-01 | Paper |
