Marc Henrard

Available identifiers

Publication	Date of Publication	Type
Algorithmic Differentiation in Finance Explained	2018-01-18	Paper
CMS, CMS SPREADS AND SIMILAR OPTIONS IN THE MULTI-FACTOR HJM FRAMEWORK	2013-01-16	Paper
A Semi‐Explicit Approach to Canary Swaptions in HJM One‐Factor Model	2006-09-25	Paper
EXPLICIT BOND OPTION FORMULA IN HEATH–JARROW–MORTON ONE FACTOR MODEL	2005-10-19	Paper
Infinitely many solutions of weakly coupled superlinear systems	2003-09-25	Paper
Bifurcation from a periodic orbit in perturbed planar Hamiltonian systems.	2003-04-09	Paper
https://portal.mardi4nfdi.de/entity/Q4512409	2000-11-05	Paper
Homoclinic and multibump solutions for perturbed second order systems using topological degree	2000-08-16	Paper
Multiplicity results for fourth order two-point boundary value problems with asymmetric nonlinearities	2000-02-27	Paper
Existence and localization of solution for second order elliptic BVP in presence of lower and upper solutions without any order	1999-02-07	Paper
Duality theorems for functional differential equations and application to superlinear problems	1997-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q4837613	1996-02-12	Paper
A continuation approach to some forced superlinear Sturm-Liouville boundary value problems	1994-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q4022777	1993-01-17	Paper
Slow crossing of a stochastic layer	1992-06-27	Paper

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