| Publication | Date of Publication | Type |
|---|
De Moivre's Poisson approximation to the binomial
International Statistical Review | 2024-07-17 | Paper |
Inference for a mean-reverting stochastic process with multiple change points
Electronic Journal of Statistics | 2017-06-08 | Paper |
Quantitative finance. A simulation-based introduction using Excel
| 2014-07-11 | Paper |
A higher-order hidden Markov chain-modulated model for asset allocation
Journal of Mathematical Modelling and Algorithms in Operations Research | 2014-02-07 | Paper |
Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
Frontiers of Mathematics in China | 2013-11-18 | Paper |
An examination of HMM-based investment strategies for asset allocation
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Developing utility functions for optimal consumption in models with habit formation and catching up with the Joneses
| 2011-11-25 | Paper |
scientific article; zbMATH DE number 5980856 (Why is no real title available?)
| 2011-11-25 | Paper |
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-07-20 | Paper |
An additivity of maximum expectations and its applications
| 2010-07-09 | Paper |
The early exercise region for Bermudan options on two underlyings
Mathematical and Computer Modelling | 2010-05-08 | Paper |
On the existence of solutions to BSDEs with generalized uniformly continuous generators
Statistics & Probability Letters | 2010-05-05 | Paper |
An analytic solution for a Vasicek interest rate convertible bond model
Journal of Applied Mathematics | 2010-04-14 | Paper |
Correcting the Bias in Monte Carlo Estimators of American-style Option Values
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
COMPETITIVE MODES AND THEIR APPLICATION
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2008-07-02 | Paper |
Compact finite difference method for American option pricing
Journal of Computational and Applied Mathematics | 2007-06-29 | Paper |
Financial Applications of Symbolically Generated Compact Finite Difference Formulae
Trends in Mathematics | 2007-06-28 | Paper |
EXTENDED ENTROPIES AND DISORDER
Advances in Complex Systems | 2005-10-18 | Paper |
Choquet expectation and Peng's \(g\)-expectation
The Annals of Probability | 2005-06-23 | Paper |
A Hyperbolic PDE with Parabolic Behavior
SIAM Review | 2005-02-25 | Paper |
Revenue management: A real options approach
Naval Research Logistics | 2005-01-11 | Paper |
Numerical monsters
ACM SIGSAM Bulletin | 2004-09-01 | Paper |
Quantifying the connectivity of scale-free and biological networks
Chaos, Solitons and Fractals | 2004-08-19 | Paper |
Optimization in the face of contradictory criteria -- the example of muscle
Journal of Non-Equilibrium Thermodynamics | 2004-01-19 | Paper |
Many Entropies, Many Disorders
Open Systems & Information Dynamics | 2003-09-09 | Paper |
scientific article; zbMATH DE number 1880890 (Why is no real title available?)
| 2003-05-05 | Paper |
A study of the gravitational wave form from pulsars
Classical and Quantum Gravity | 2002-09-19 | Paper |
Clouds, fibres and echoes: a new approach to studying random walks on fractals.
Journal of Physics A: Mathematical and General | 2001-10-21 | Paper |
scientific article; zbMATH DE number 1270969 (Why is no real title available?)
| 1999-08-24 | Paper |
scientific article; zbMATH DE number 1156969 (Why is no real title available?)
Open Systems & Information Dynamics | 1999-01-11 | Paper |
