| Publication | Date of Publication | Type |
|---|
On nonlinear matrix equations from the first standard form
Annals of Mathematical Sciences and Applications | 2022-10-13 | Paper |
Path-wise Monte Carlo simulation for Greeks of worst-of-all autocallables under multi-variate Black-Scholes model
Quantitative Finance | 2022-09-30 | Paper |
Accurate singular values of a class of parameterized negative matrices
Advances in Computational Mathematics | 2021-09-24 | Paper |
Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations
Journal of Computational and Applied Mathematics | 2021-06-03 | Paper |
Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations
Journal of Scientific Computing | 2020-07-13 | Paper |
Multilevel Monte Carlo method for path-dependent barrier interest rate derivatives
SIAM Journal on Financial Mathematics | 2019-05-14 | Paper |
Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations
Numerische Mathematik | 2017-03-17 | Paper |
Transient analysis of fluid flow models via matrix decomposition
Stochastic Models | 2015-03-20 | Paper |
Performance enhancement of doubling algorithms for a class of complex nonsymmetric algebraic Riccati equations
IMA Journal of Numerical Analysis | 2015-02-17 | Paper |
Aggressively truncated Taylor series method for accurate computation of exponentials of essentially nonnegative matrices
SIAM Journal on Matrix Analysis and Applications | 2014-10-15 | Paper |
Rayleigh-Ritz approximation for the linear response eigenvalue problem
SIAM Journal on Matrix Analysis and Applications | 2014-10-15 | Paper |
Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy
Mathematics of Computation | 2013-07-23 | Paper |
Complex nonsymmetric algebraic Riccati equations arising in Markov modulated fluid flows
SIAM Journal on Matrix Analysis and Applications | 2012-09-12 | Paper |
Algorithms for Coxianization of phase-type generators
INFORMS Journal on Computing | 2012-07-28 | Paper |
Efficient computations for the discrete \(GI/G/1\) system
INFORMS Journal on Computing | 2012-06-18 | Paper |
Accurate solutions of \(M\)-matrix algebraic Riccati equations
Numerische Mathematik | 2012-04-26 | Paper |
Accurate solutions of \(M\)-matrix Sylvester equations
Numerische Mathematik | 2012-04-26 | Paper |
Geometric tail of queue length of low-priority customers in a nonpreemptive priority MAP/PH/1 queue
Queueing Systems | 2012-01-26 | Paper |
| Analysis of the discrete-time GI/G/1/K using the remaining time approach | 2011-10-05 | Paper |
| Stationary distributions of QBD and finite QBD | 2011-02-05 | Paper |
| scientific article; zbMATH DE number 5524461 (Why is no real title available?) | 2009-03-06 | Paper |
| Perturbation analysis of structured least squares problems and its application in calibration of interest rate term structure | 2009-03-06 | Paper |
Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
Numerische Mathematik | 2008-12-02 | Paper |
Tail Probability of Low-Priority Queue Length in a Discrete-Time Priority BMAP/PH/1 Queue
Stochastic Models | 2005-07-27 | Paper |
| scientific article; zbMATH DE number 2076018 (Why is no real title available?) | 2004-06-18 | Paper |
| scientific article; zbMATH DE number 2005218 (Why is no real title available?) | 2003-11-17 | Paper |
| scientific article; zbMATH DE number 1867245 (Why is no real title available?) | 2003-07-14 | Paper |
Entrywise perturbation theory for diagonally dominant M-matrices with applications
Numerische Mathematik | 2002-05-21 | Paper |
Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains
Communications in Statistics. Stochastic Models | 2002-05-05 | Paper |
Blockwise perturbation theory for nearly uncoupled Markov chains and its application
Linear Algebra and its Applications | 2002-04-08 | Paper |
Accurate computation of the smallest eigenvalue of a diagonally dominant \(M\)-matrix
Mathematics of Computation | 2001-12-10 | Paper |
Perturbation theory for the asymptotic decay rates in the queues with Markovian arrival process and/or Markovian service process
Queueing Systems | 2001-06-19 | Paper |
Blockwise perturbation theory for block \(p\)-cyclic stochastic matrices
Numerische Mathematik | 2000-11-12 | Paper |
| scientific article; zbMATH DE number 1507138 (Why is no real title available?) | 2000-09-14 | Paper |
On the double points of a Mathieu equation
Journal of Computational and Applied Mathematics | 2000-09-11 | Paper |
A new implementation of EN method
Applied Mathematics and Computation | 2000-05-03 | Paper |
Blockwise Perturbation Theory for Markov Chains
SIAM Journal on Matrix Analysis and Applications | 1999-05-18 | Paper |
A note on entrywise perturbation theory for Markov chains
Linear Algebra and its Applications | 1997-07-28 | Paper |
Computing the Smallest Eigenvalue of an M-Matrix
SIAM Journal on Matrix Analysis and Applications | 1997-06-08 | Paper |
| scientific article; zbMATH DE number 883342 (Why is no real title available?) | 1996-07-08 | Paper |
Entrywise relative perturbation theory for nonsingular \(M\)-matrices and applications
BIT | 1996-05-21 | Paper |
| scientific article; zbMATH DE number 818547 (Why is no real title available?) | 1995-12-14 | Paper |
