| Publication | Date of Publication | Type |
|---|
| Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach | 2023-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6104525 | 2023-06-15 | Paper |
| Quantum Stackelberg-Bertrand duopoly | 2023-02-16 | Paper |
| To move first or not to move first? | 2023-01-05 | Paper |
| Quantum Stackelberg oligopoly | 2022-11-29 | Paper |
| Exact solution of the functional Fokker-Planck equation for cell growth with asymmetric cell division | 2022-08-10 | Paper |
| Spectral collapse in mixed Rabi model | 2022-08-09 | Paper |
| Spectral collapse in two-mode two-photon Rabi model | 2022-01-19 | Paper |
| Stochastic Gompertz model of tumour cell growth | 2020-11-11 | Paper |
| Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach | 2019-01-14 | Paper |
| Comment on ‘Special-case closed form of the Baker–Campbell–Hausdorff formula’ | 2016-08-09 | Paper |
| Comment on: ``Multi-photon Rabi model: generalized parity and its applications | 2016-08-03 | Paper |
| The pricing of basket-spread options | 2015-04-23 | Paper |
| A simple derivation of Kirk's approximation for spread options | 2015-03-30 | Paper |
| Comment on ‘Initial states of qubit–environment models leading to conserved quantities’ | 2014-05-16 | Paper |
| Comment on ‘Solving the two-mode squeezed harmonic oscillator and thekth-order harmonic generation in Bargmann–Hilbert spaces’ | 2014-03-28 | Paper |
| Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities | 2013-07-26 | Paper |
| Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models | 2013-06-14 | Paper |
| The sum and difference of two lognormal random variables | 2012-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3102303 | 2011-12-03 | Paper |
| Quantum Stackelberg duopoly with incomplete information | 2010-09-27 | Paper |
| Exact Time-Dependent Wave Functions of a Confined Time-Dependent Harmonic Oscillator with Two Moving Boundaries | 2010-01-27 | Paper |
| PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS | 2008-09-03 | Paper |
| Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary | 2008-04-10 | Paper |
| Exact solutions of nonlinear Fokker-Planck equations of the Desai-Zwanzig type | 2008-03-25 | Paper |
| Pricing vulnerable European options with stochastic default barriers | 2007-12-18 | Paper |
| Quantum Bertrand duopoly with differentiated products | 2007-10-08 | Paper |
| Lie-algebraic approach for pricing moving barrier options with time-dependent parameters | 2006-12-07 | Paper |
| Modelling suicide risk in later life | 2006-10-10 | Paper |
| Exact solutions of the Fokker-Planck equations with moving boundaries | 2005-10-24 | Paper |
| EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES | 2005-06-22 | Paper |
| Valuation model of defaultable bond values in emerging markets | 2004-01-14 | Paper |
| Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms | 2003-11-16 | Paper |
| Quantum Stackelberg duopoly | 2003-11-02 | Paper |
| CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS | 2003-03-18 | Paper |
| Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach | 2003-01-13 | Paper |
| A NOTE ON RISKY BOND VALUATION | 2001-01-02 | Paper |
| OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS | 2001-01-02 | Paper |
| Time evolution of scalar field in spatially flat Robertson-Walker space-time | 2000-07-24 | Paper |
| Comment on ``Pricing double barrier options using Laplace transforms by Antoon Pelsser | 2000-05-24 | Paper |
| Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach | 2000-03-08 | Paper |
| Numerical solutions of the unsteady heat equation. | 1969-01-01 | Paper |
| Further studies on the elastic stability of curved beams | 1967-01-01 | Paper |
| The elastic stability of curved bea ms | 1967-01-01 | Paper |
