| Publication | Date of Publication | Type |
|---|
| On nonlinear matrix equations from the first standard form | 2022-10-13 | Paper |
| Path-wise Monte Carlo simulation for Greeks of worst-of-all autocallables under multi-variate Black-Scholes model | 2022-09-30 | Paper |
| Accurate singular values of a class of parameterized negative matrices | 2021-09-24 | Paper |
| Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations | 2021-06-03 | Paper |
| Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations | 2020-07-13 | Paper |
| Multilevel Monte Carlo Method for Path-Dependent Barrier Interest Rate Derivatives | 2019-05-14 | Paper |
| Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations | 2017-03-17 | Paper |
| Transient Analysis of Fluid Flow Models via Matrix Decomposition | 2015-03-20 | Paper |
| Performance enhancement of doubling algorithms for a class of complex nonsymmetric algebraic Riccati equations | 2015-02-17 | Paper |
| Aggressively truncated Taylor series method for accurate computation of exponentials of essentially nonnegative matrices | 2014-10-15 | Paper |
| Rayleigh-Ritz approximation for the linear response eigenvalue problem | 2014-10-15 | Paper |
| Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy | 2013-07-23 | Paper |
| Complex nonsymmetric algebraic Riccati equations arising in Markov modulated fluid flows | 2012-09-12 | Paper |
| Algorithms for Coxianization of phase-type generators | 2012-07-28 | Paper |
| Efficient computations for the discrete \(GI/G/1\) system | 2012-06-18 | Paper |
| Accurate solutions of \(M\)-matrix algebraic Riccati equations | 2012-04-26 | Paper |
| Accurate solutions of \(M\)-matrix Sylvester equations | 2012-04-26 | Paper |
| Geometric tail of queue length of low-priority customers in a nonpreemptive priority MAP/PH/1 queue | 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 |
| https://portal.mardi4nfdi.de/entity/Q3609574 | 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 | 2008-12-02 | Paper |
| Tail Probability of Low-Priority Queue Length in a Discrete-Time Priority BMAP/PH/1 Queue | 2005-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4471060 | 2004-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4435674 | 2003-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793330 | 2003-07-14 | Paper |
| Entrywise perturbation theory for diagonally dominant M-matrices with applications | 2002-05-21 | Paper |
| Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains | 2002-05-05 | Paper |
| Blockwise perturbation theory for nearly uncoupled Markov chains and its application | 2002-04-08 | Paper |
| Accurate computation of the smallest eigenvalue of a diagonally dominant \(M\)-matrix | 2001-12-10 | Paper |
| Perturbation theory for the asymptotic decay rates in the queues with Markovian arrival process and/or Markovian service process | 2001-06-19 | Paper |
| Blockwise perturbation theory for block \(p\)-cyclic stochastic matrices | 2000-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4503869 | 2000-09-14 | Paper |
| On the double points of a Mathieu equation | 2000-09-11 | Paper |
| A new implementation of EN method | 2000-05-03 | Paper |
| Blockwise Perturbation Theory for Markov Chains | 1999-05-18 | Paper |
| A note on entrywise perturbation theory for Markov chains | 1997-07-28 | Paper |
| Computing the Smallest Eigenvalue of an M-Matrix | 1997-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4879790 | 1996-07-08 | Paper |
| Entrywise relative perturbation theory for nonsingular \(M\)-matrices and applications | 1996-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855850 | 1995-12-14 | Paper |
