| Publication | Date of Publication | Type |
|---|
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk
International Journal of Computer Mathematics | 2024-10-28 | Paper |
Numerical simulation of a time dependent lubrication problem arising in magnetic reading processes
Discrete and Continuous Dynamical Systems. Series S | 2024-08-08 | Paper |
Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework
Communications in Nonlinear Science and Numerical Simulation | 2024-01-23 | Paper |
Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting
Mathematics in Industry | 2023-09-15 | Paper |
A stochastic local volatility technique for TARN options
International Journal of Computer Mathematics | 2022-02-17 | Paper |
A Monte Carlo approach to American options pricing including counterparty risk
International Journal of Computer Mathematics | 2022-02-16 | Paper |
Total value adjustment for European options in a multi-currency setting
Applied Mathematics and Computation | 2021-11-16 | Paper |
Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
Mathematics and Computers in Simulation | 2021-02-18 | Paper |
PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution
Computers & Mathematics with Applications | 2020-10-07 | Paper |
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation
Computers & Mathematics with Applications | 2019-11-08 | Paper |
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2019-05-28 | Paper |
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk
Applied Mathematics and Computation | 2019-03-29 | Paper |
CVA computing by PDE models
Lecture Notes in Computer Science | 2017-07-07 | Paper |
A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty
Journal of Computational and Applied Mathematics | 2017-02-09 | Paper |
A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM | 2014-09-09 | Paper |
Magnetohydrodynamic kink waves in two-dimensional non-uniform prominence threads
Astronomy & Astrophysics | 2013-02-21 | Paper |
Numerical solution of an optimal investment problem with proportional transaction costs
Journal of Computational and Applied Mathematics | 2012-05-11 | Paper |
Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects
Applied Mathematics and Computation | 2010-02-09 | Paper |
On the nature of kink MHD waves in magnetic flux tubes
Astronomy & Astrophysics | 2009-10-29 | Paper |
Numerical solution of a 1-d elastohydrodynamic problem in magnetic storage devices
ESAIM: Mathematical Modelling and Numerical Analysis | 2008-09-01 | Paper |
The influence of the internal structuring of coronal loops on the properties of their damped transverse oscillations
Astronomy & Astrophysics | 2007-09-25 | Paper |
scientific article; zbMATH DE number 5165508 (Why is no real title available?)
| 2007-06-19 | Paper |
Numerical simulations of linear magnetohydrodynamic waves in two-dimensional force-free magnetic fields
Astronomy & Astrophysics | 2005-03-07 | Paper |
A duality method for the compressible Reynolds equation. application to simulation of read/write processes in magnetic storage devices
Journal of Computational and Applied Mathematics | 2005-02-23 | Paper |
scientific article; zbMATH DE number 2034452 (Why is no real title available?)
| 2004-01-28 | Paper |
Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device
ESAIM: Mathematical Modelling and Numerical Analysis | 2003-08-25 | Paper |
Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-bearing
Computer Methods in Applied Mechanics and Engineering | 2003-07-06 | Paper |
Existence of solution of an elastohydrodynamic Reynolds-Koiter model
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-05-20 | Paper |
An Eulerian approach for large displacements of thin shells including geometrical nonlinearities
Computer Methods in Applied Mechanics and Engineering | 1998-07-19 | Paper |
scientific article; zbMATH DE number 994748 (Why is no real title available?)
| 1998-03-30 | Paper |
scientific article; zbMATH DE number 795128 (Why is no real title available?)
| 1996-01-14 | Paper |
scientific article; zbMATH DE number 563685 (Why is no real title available?)
| 1994-07-07 | Paper |
