| Publication | Date of Publication | Type |
|---|
| Reconstruction of local volatility surface from American options | 2023-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5866844 | 2022-09-22 | Paper |
| Uniqueness problem and growth property for Fourier transform of functions in the upper half-space | 2022-03-07 | Paper |
| An alternative tree method for calibration of the local volatility | 2022-02-16 | Paper |
| The Riemann boundary value problem related to the time-harmonic Maxwell equations | 2022-01-26 | Paper |
| Entropy binomial tree method and calibration for the volatility smile | 2021-06-03 | Paper |
| Energy Stable Linear Schemes for Mass-Conserved Gradient Flows with Peng-Robinson Equation of State | 2021-04-26 | Paper |
| Shale Microstructure Prediction with Nonsmooth Sparse Regularizing X-Ray CT Imaging | 2021-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5128373 | 2020-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5209043 | 2020-01-22 | Paper |
| Non-recombining trinomial tree pricing model and calibration for the volatility smile | 2019-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4623820 | 2019-02-22 | Paper |
| The calibration of volatility for option pricing models with jump diffusion processes | 2019-02-18 | Paper |
| An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate | 2018-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2991516 | 2016-08-10 | Paper |
| Calibrating the model parameters in pricing using the trust region method | 2016-02-09 | Paper |
| Some Properties of a Kind of Singular Integral Operators in Clifford Analysis | 2015-06-29 | Paper |
| The mixed boundary value problem for the inhomogeneous Cimmino system | 2015-03-18 | Paper |
| Recovery of the local volatility function using regularization and a gradient projection method | 2015-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5167658 | 2014-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5416239 | 2014-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5416250 | 2014-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5399768 | 2014-02-28 | Paper |
| Two kinds of finite difference schemes of pricing for American put options | 2013-11-19 | Paper |
| A regularized algorithm for calibrating implied volatility of jump diffusion models | 2013-11-19 | Paper |
| The oblique derivative problem for nonlinear elliptic equations of second order in unbounded domains | 2013-08-05 | Paper |
| Iterative regularization methods for reconstruction of band-limited signal | 2012-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3117635 | 2012-02-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3008296 | 2011-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3008289 | 2011-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3008323 | 2011-06-15 | Paper |
| The inverse problem for linear elliptic systems of first order with Riemann–Hilbert-type map in multiply connected domains | 2009-09-18 | Paper |
| The inverse problem for elliptic equations from Dirichlet to Neumann map in multiply connected domains | 2009-07-06 | Paper |
| Variation-difference method for solving boundary value problems for linear elliptic complex equations | 2009-03-03 | Paper |
| Discontinuous irregular oblique derivative problems for nonlinear elliptic equations of second order | 2008-08-13 | Paper |
| Mixed elastico-plasticity problems with partially unknown boundaries | 2008-03-31 | Paper |
| The irregular oblique derivative problem for nonlinear elliptic equations of second order | 2007-03-08 | Paper |
| The Cauchy problem for general quasilinear hyperbolic equations with degenerate rank 0 | 2007-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3412671 | 2007-01-02 | Paper |
| Initial-oblique derivative problems for nonlinear parabolic systems with measurable coefficients | 2003-09-24 | Paper |
| Oblique derivative problems for nonlinear elliptic systems with measurable coefficients | 2003-02-19 | Paper |
| An inverse boundary value problem for cavity flows in gas dynamics | 2002-08-25 | Paper |
| On a free boundary problem arising in nonlinear planar filtration | 2001-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4515567 | 2001-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528904 | 2001-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4376360 | 1998-03-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279115 | 1995-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142494 | 1994-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138408 | 1993-12-15 | Paper |
