| Publication | Date of Publication | Type |
|---|
| Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models | 2023-09-15 | Paper |
| Kinetic models for optimal control of wealth inequalities | 2023-07-26 | Paper |
| Continuum and thermodynamic limits for a simple random-exchange model | 2022-05-16 | Paper |
| Continuum and thermodynamic limits for a wealth-distribution model | 2021-12-02 | Paper |
| High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models | 2021-09-14 | Paper |
| Stability Analysis of Line Patterns of an Anisotropic Interaction Model | 2020-01-03 | Paper |
| Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics | 2019-12-19 | Paper |
| Boltzmann and Fokker-Planck equations modelling the Elo rating system with learning effects | 2019-07-08 | Paper |
| High-order compact finite difference scheme for option pricing in stochastic volatility jump models | 2019-06-20 | Paper |
| Efficient hedging in Bates model using high-order compact finite differences | 2019-06-11 | Paper |
| An anisotropic interaction model for simulating fingerprints | 2019-06-06 | Paper |
| Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models | 2019-02-28 | Paper |
| Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform Grids | 2019-02-28 | Paper |
| A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes | 2018-07-12 | Paper |
| Pattern formation of a nonlocal, anisotropic interaction model | 2018-02-15 | Paper |
| High-order ADI scheme for option pricing in stochastic volatility models | 2017-10-05 | Paper |
| Opinion dynamics: inhomogeneous Boltzmann-type equations modelling opinion leadership and political segregation | 2017-09-29 | Paper |
| A kinetic equation for economic value estimation with irrationality and herding | 2016-12-19 | Paper |
| A stylized model for wealth distribution | 2016-09-28 | Paper |
| High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions | 2015-09-14 | Paper |
| A higher-order gradient flow scheme for a singular one-dimensional diffusion equation | 2015-09-01 | Paper |
| High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids | 2015-08-26 | Paper |
| A Primal-Dual Approach for a Total Variation Wasserstein Flow | 2014-04-16 | Paper |
| High-Order ADI Schemes for Convection-Diffusion Equations with Mixed Derivative Terms | 2014-01-31 | Paper |
| ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing | 2013-11-11 | Paper |
| A high-contrast fourth-order PDE from imaging: numerical solution by ADI splitting | 2013-07-12 | Paper |
| On the Stability of a Compact Finite Difference Scheme for Option Pricing | 2012-08-27 | Paper |
| High-order compact finite difference scheme for option pricing in stochastic volatility models | 2012-08-03 | Paper |
| A mathematical theory for wealth distribution | 2011-03-25 | Paper |
| A gradient flow scheme for nonlinear fourth order equations | 2010-12-16 | Paper |
| Boltzmann and Fokker–Planck equations modelling opinion formation in the presence of strong leaders | 2010-10-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404196 | 2010-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400595 | 2010-02-05 | Paper |
| EXPONENTIAL AND ALGEBRAIC RELAXATION IN KINETIC MODELS FOR WEALTH DISTRIBUTION | 2010-02-05 | Paper |
| Asset pricing under information with stochastic volatility | 2009-11-23 | Paper |
| Sequential quadratic programming method for volatility estimation in option pricing | 2009-04-24 | Paper |
| International and domestic trading and wealth distribution | 2009-04-14 | Paper |
| Option prices under generalized pricing kernels | 2006-01-23 | Paper |
| Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation | 2005-09-08 | Paper |
| Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets | 2005-08-05 | Paper |
| High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation | 2004-09-07 | Paper |
| Steady states of an Elo-type rating model for players of varying strength | 0001-01-03 | Paper |
