| Publication | Date of Publication | Type |
|---|
No-arbitrage in Heath-Jarrow-Morton model and the bond pricing equation
International Journal of Apllied Mathematics | 2017-05-08 | Paper |
ON THE FOUR-PARAMETER BOND PRICING MODEL
International Journal of Apllied Mathematics | 2017-02-09 | Paper |
| A four-parameter interest rates model incorporating average of past short rates | 2015-12-11 | Paper |
A generalized Vasicek-Malkiel bond pricing model
International Journal of Apllied Mathematics | 2015-03-16 | Paper |
Boundary conditions for the solution of bond pricing equation by finite differences
International Journal of Applied Mathematics | 2012-09-05 | Paper |
| Analytical and numerical approach to financial derivatives -- an overview | 2011-10-05 | Paper |
| Generalized trapezoidal formulas for pricing bond options | 2011-10-05 | Paper |
| On solutions of the bond pricing equation | 2011-01-03 | Paper |
| A Simpson-type scheme for the valuation of European and American options | 2010-07-09 | Paper |
| On immunization of investment in coupon bonds against random changes in interest rates | 2010-06-17 | Paper |
| Risk-tolerant optimal efficient portfolios | 2009-07-06 | Paper |
| An \(L\)-stable linearly implicit Simpson-type rule for nonlinear differential equations | 2009-06-23 | Paper |
| Maximum expected utility efficient portfolios | 2009-06-23 | Paper |
| On selection of efficient portfolios for maximum long-run rate of growth | 2009-06-23 | Paper |
| On mean-variance portfolio optimization | 2009-02-26 | Paper |
| scientific article; zbMATH DE number 5257488 (Why is no real title available?) | 2008-04-03 | Paper |
| scientific article; zbMATH DE number 5239023 (Why is no real title available?) | 2008-02-22 | Paper |
| scientific article; zbMATH DE number 5235557 (Why is no real title available?) | 2008-02-15 | Paper |
| scientific article; zbMATH DE number 5228314 (Why is no real title available?) | 2008-01-18 | Paper |
| scientific article; zbMATH DE number 5228315 (Why is no real title available?) | 2008-01-18 | Paper |
| scientific article; zbMATH DE number 5208972 (Why is no real title available?) | 2007-11-06 | Paper |
| A linearly implicit \(P\)-stabilized one-step Simpson-type method for second order initial value problems | 2007-04-05 | Paper |
| scientific article; zbMATH DE number 5051684 (Why is no real title available?) | 2006-09-06 | Paper |
| Stabilized linearly implicit Simpson-type schemes for nonlinear differential equations | 2006-07-11 | Paper |
| scientific article; zbMATH DE number 2204680 (Why is no real title available?) | 2005-09-12 | Paper |
High-accuracy finite-difference methods for the valuation of options
International Journal of Computer Mathematics | 2005-08-25 | Paper |
| scientific article; zbMATH DE number 2188594 (Why is no real title available?) | 2005-07-26 | Paper |
A new L-stable Simpson-type rule for the diffusion equation
International Journal of Computer Mathematics | 2005-07-18 | Paper |
| scientific article; zbMATH DE number 2169920 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2169905 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2169907 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2156839 (Why is no real title available?) | 2005-04-15 | Paper |
| scientific article; zbMATH DE number 2154368 (Why is no real title available?) | 2005-04-09 | Paper |
Generalized trapezoidal formulas for valuing American options
International Journal of Computer Mathematics | 2004-12-29 | Paper |
Numerical volatility in option valuation from Black–Scholes equation by finite differences
International Journal of Computer Mathematics | 2004-11-26 | Paper |
| scientific article; zbMATH DE number 2110461 (Why is no real title available?) | 2004-10-26 | Paper |
PARALLEL SYMMETRIC ELIMINATION FOR POSITIVE DEFINITE LINEAR SYSTEMS
Parallel Algorithms and Applications | 2004-10-06 | Paper |
| scientific article; zbMATH DE number 2104089 (Why is no real title available?) | 2004-09-28 | Paper |
Generalized trapezoidal formulas for the black–scholes equation of option pricing
International Journal of Computer Mathematics | 2004-06-09 | Paper |
| scientific article; zbMATH DE number 2069454 (Why is no real title available?) | 2004-05-27 | Paper |
Tridiagonal solver-based L-stable one-step schemes for nonlinear parabolic equations
International Journal of Computer Mathematics | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 2059637 (Why is no real title available?) | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 1990905 (Why is no real title available?) | 2003-10-13 | Paper |
| scientific article; zbMATH DE number 1990927 (Why is no real title available?) | 2003-10-13 | Paper |
| scientific article; zbMATH DE number 1990852 (Why is no real title available?) | 2003-10-13 | Paper |
Arithmetic Complexity Of Direct Solvers For Banded Systems
International Journal of Computer Mathematics | 2003-10-06 | Paper |
| scientific article; zbMATH DE number 1902435 (Why is no real title available?) | 2003-07-13 | Paper |
Generalized Trapezoidal Formulas For The Symmetric Heat Equation In Polar Coordinates II. The Case Of Point Sources
International Journal of Computer Mathematics | 2003-04-06 | Paper |
Lod generalized trapezoidal formula schemes for parabolic differential equations in two space dimensions
International Journal of Computer Mathematics | 2003-02-06 | Paper |
A Linearly Implicit One-Step Time Integration Scheme For Nonlinear Hyperbolic Equations In Two Space Dimensions
International Journal of Computer Mathematics | 2003-01-01 | Paper |
A class of generalized trapezoidal formulas for the numerical integration of
International Journal of Computer Mathematics | 2002-12-02 | Paper |
Generalized Trapezoidal Formulas for the Symmetric Heat Equation in Polar Coordinates
International Journal of Computer Mathematics | 2002-10-27 | Paper |
| scientific article; zbMATH DE number 1803239 (Why is no real title available?) | 2002-09-19 | Paper |
A linearly implicit one-step time integration scheme for nonlinear hyperbolic equations
International Journal of Computer Mathematics | 2002-07-15 | Paper |
An alternating direction generalized trapezoidal formula scheme for parabolic differential equations in two space dimensions
International Journal of Computer Mathematics | 2002-05-14 | Paper |
A linearly implicit time integration scheme for the Burgers' equation
Neural, Parallel & Scientific Computations | 2002-05-14 | Paper |
Singly-implicit stabilized extended one-step methods for second-order initial-value problems with oscillating solutions
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Linearized box schemes for first-order systems of hyperbolic conservation laws
Neural, Parallel & Scientific Computations | 2002-04-17 | Paper |
An extended trapezoidal formula for the diffusion equation in two space dimensions
Computers & Mathematics with Applications | 2001-11-12 | Paper |
Non-dissipative time-integration schemes for the linear advection equation
International Journal of Computer Mathematics | 2001-08-21 | Paper |
A class of one-step time integration schemes for second-order hyperbolic differential equations
Mathematical and Computer Modelling | 2001-07-08 | Paper |
Linearly implicit generalized trapezoidal formulas for nonlinear differential equations
International Journal of Computer Mathematics | 2001-03-05 | Paper |
Extended one-step time-integration schemes for convection-diffusion equations
Computers & Mathematics with Applications | 2000-10-29 | Paper |
Generalized trapezoidal formulas for convection-diffusion equations
International Journal of Computer Mathematics | 2000-07-20 | Paper |
Non-dissipative extended one-step methods for oscillatory problems
International Journal of Computer Mathematics | 2000-06-19 | Paper |
| scientific article; zbMATH DE number 1279256 (Why is no real title available?) | 2000-02-28 | Paper |
An extended trapezoidal formula for the diffusion equation
Computers & Mathematics with Applications | 2000-01-20 | Paper |
A class of stabilized extended one-step methods for the numerical solution of ODEs
Computers & Mathematics with Applications | 2000-01-13 | Paper |
Generalized trapezoidal formulas for parabolic equations
International Journal of Computer Mathematics | 1999-11-22 | Paper |
| scientific article; zbMATH DE number 1256355 (Why is no real title available?) | 1999-06-07 | Paper |
A two-stage fourth-order ``almost P-stable method for oscillatory problems
Journal of Computational and Applied Mathematics | 1998-10-18 | Paper |
New L-stable modified trapezoidal formulas for the numerical integration of Y1=f(x, y)
International Journal of Computer Mathematics | 1997-11-02 | Paper |
Parallel householder method for linear systems
International Journal of Computer Mathematics | 1997-07-27 | Paper |
Extended double-stride \(L\)-stable methods for the numerical solution of ODEs
Computers & Mathematics with Applications | 1997-04-07 | Paper |
A parallel elimination method for the solution of banded linear systems
International Journal of Computer Mathematics | 1996-01-15 | Paper |
A parallel elimination algorithm for the solution of dense linear systems
International Journal of Computer Mathematics | 1995-05-14 | Paper |
A symmetric finite difference method for computing eigenvalues of Sturm- Liouville problems
Computers & Mathematics with Applications | 1993-09-02 | Paper |
A fast parallel algorithm for the solution of tridiagonal linear systems
International Journal of Computer Mathematics | 1993-05-16 | Paper |
On recursive decoupling method for solving tridiagonal linear systems
International Journal of Computer Mathematics | 1992-06-28 | Paper |
A new quadrant interlocking factorization for parallel solution of tridiagonal linear systems
International Journal of Computer Mathematics | 1992-06-28 | Paper |
A parallel gaussian elimination method for general linear systems
International Journal of Computer Mathematics | 1992-06-28 | Paper |
A recursive partitioning algorithm for inverting tridiagonal matrices
International Journal of Computer Mathematics | 1990-01-01 | Paper |
A recursive doubling algorithm for inverting tridiagonal matrices
International Journal of Computer Mathematics | 1990-01-01 | Paper |
A new folding gaussian elimination algorithm for general linear systems
International Journal of Computer Mathematics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4072290 (Why is no real title available?) | 1988-01-01 | Paper |
Shorter Notes: An Estimate for the Variance of a Bounded Measurable Random Variable
Proceedings of the American Mathematical Society | 1987-01-01 | Paper |
On the existence of solutions of a class of singular nonlinear two-point boundary value problems
Journal of Computational and Applied Mathematics | 1987-01-01 | Paper |
A fourth-order finite difference method based on uniform mesh for singular two-point boundary-value problems
Journal of Computational and Applied Mathematics | 1987-01-01 | Paper |
Families of two-step fourth order \(P\)-stable methods for second order differential equations
Journal of Computational and Applied Mathematics | 1986-01-01 | Paper |
A new class of explicit two-step fourth order methods for \(y=f(t,y)\) with extended intervals of periodicity
Journal of Computational and Applied Mathematics | 1986-01-01 | Paper |
A finite difference method for a class of two-point boundary value problems over a semi-infinite range
Journal of Computational and Applied Mathematics | 1986-01-01 | Paper |
Convergence of linear multistep methods with multiple roots
Journal of Computational and Applied Mathematics | 1986-01-01 | Paper |
Families of three-stage third order Runge-Kutta-Nyström methods for y″ = f (x, y, y′)
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1985-01-01 | Paper |
A Uniform Mesh Finite Difference Method for a Class of Singular Two-Point Boundary Value Problems
SIAM Journal on Numerical Analysis | 1985-01-01 | Paper |
Numerov's method for non-linear two-point boundary value problems
International Journal of Computer Mathematics | 1985-01-01 | Paper |
Superstable two-step methods for the numerical integration of general second order initial value problems
Journal of Computational and Applied Mathematics | 1985-01-01 | Paper |
On the Order and Attainable Intervals of Periodicity of Explicit Nyström Methods for $y = f(t,y)$
SIAM Journal on Numerical Analysis | 1985-01-01 | Paper |
Numerov made explicit has better stability
BIT | 1984-01-01 | Paper |
A Finite-difference Method for a Class of Singular Two-point Boundary-value Problems
IMA Journal of Numerical Analysis | 1984-01-01 | Paper |
Absolute stability of explicit Runge-Kutta-Nyström methods for \(y=f(x,y,y')\)
Journal of Computational and Applied Mathematics | 1984-01-01 | Paper |
Unconditionally stable Noumerov-type methods for second order differential equations
BIT | 1983-01-01 | Paper |
A New Fourth-order Finite-difference Method for Computing Eigenvalues of Fourth-order Two-point Boundary-value Problems
IMA Journal of Numerical Analysis | 1983-01-01 | Paper |
A new fourth order method for computing eigenvalues of two-point boundary value problems: An addendum
BIT | 1983-01-01 | Paper |
Finite difference methods and their convergence for a class of singular two point boundary value problems
Numerische Mathematik | 1982-01-01 | Paper |
A new symmetric five-diagonal finite difference method for computing eigenvalues of fourth-order two-point boundary value problems
Journal of Computational and Applied Mathematics | 1982-01-01 | Paper |
Two-step fourth order P-stable methods for second order differential equations
BIT | 1981-01-01 | Paper |
Intervals of periodicity and absolute stability of explicit Nyström methods for y=f(x,y)
BIT | 1981-01-01 | Paper |
Families of fifth order Nyström methods for y=f(x,y) and intervals of periodicity
Computing | 1981-01-01 | Paper |
Finite difference methods for a class of two-point boundary value problems with mixed boundary conditions
Journal of Computational and Applied Mathematics | 1980-01-01 | Paper |
On Noumerov's method for computing eigenvalues
BIT | 1980-01-01 | Paper |
Families of Direct Fourth-Order Methods for the Numerical Solution of General Second-Order Initial-Value-Problems
ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik | 1980-01-01 | Paper |
A new fourth order method for computing eigenvalues of two-point boundary value problems
BIT | 1980-01-01 | Paper |
Finite difference methods for two-point boundary value problems involving high order differential equations
BIT | 1979-01-01 | Paper |
A Sixth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems
IMA Journal of Applied Mathematics | 1979-01-01 | Paper |
Convergence of quadratures for Cauchy principal value integrals
Computing | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3599436 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3602093 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3605840 (Why is no real title available?) | 1978-01-01 | Paper |
A Fourth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems with Mixed Boundary Conditions
IMA Journal of Applied Mathematics | 1978-01-01 | Paper |
A Fourth-order Tridiagonal Finite Difference Method for General Two-point Boundary Value Problems with Non-linear Boundary Conditions
IMA Journal of Applied Mathematics | 1978-01-01 | Paper |
High-accuracy Tridiagonal Finite Difference Approximations for Non-linear Two-point Boundary Value Problems
IMA Journal of Applied Mathematics | 1978-01-01 | Paper |
A sixth order tridiagonal finite difference method for non-linear two-point boundary value problems
BIT | 1977-01-01 | Paper |
An eighth order tridiagonal finite difference method for nonlinear two-point boundary value problems
BIT | 1977-01-01 | Paper |
Estimating errors of numerical approximation for periodic analytic functions
Computing | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3481739 (Why is no real title available?) | 1976-01-01 | Paper |
Optimal rules with polynomial precision for Hilbert spaces possessing reproducing kernel functions. II: Error bounds
Numerische Mathematik | 1976-01-01 | Paper |
Gaussian quadrature formulas for the numerical calculation of integrals with logarithmic singularity
Journal of Computational Physics | 1976-01-01 | Paper |
Minimum Variance Approximate Formulas
SIAM Journal on Numerical Analysis | 1976-01-01 | Paper |
Bivariate Cardinal Interpolation and Cubature Formulas
SIAM Journal on Numerical Analysis | 1975-01-01 | Paper |
Optimal approximate formulas with polynomial precision
BIT | 1975-01-01 | Paper |
Quadrature formulas for Cauchy principal value integrals
Computing | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3476467 (Why is no real title available?) | 1974-01-01 | Paper |
Modified gauss-jacobi quadrature formulas for the numerical evaluation of cauchy type singular integrals
BIT | 1974-01-01 | Paper |
Optimal rules with polynomial precision for Hilbert spaces possessing reproducing kernel functions
Numerische Mathematik | 1974-01-01 | Paper |
Numerical evaluation of integrals of periodic functions with Cauchy and Poisson type kernels
Numerische Mathematik | 1974-01-01 | Paper |
On the inversion of a certain Gram matrix
Calcolo | 1974-01-01 | Paper |
Hermite and Gauss type optimal quadratures for analytic functions
Calcolo | 1974-01-01 | Paper |
Optimal rules for numerical integration round the unit circle
BIT | 1973-01-01 | Paper |
Optimal quadratures for analytic functions
BIT | 1972-01-01 | Paper |
Estimating errors of numerical approximation for analytic functions
Numerische Mathematik | 1971-01-01 | Paper |
Convergence of Newton-Cotes quadratures for analytic functions
BIT | 1971-01-01 | Paper |
Asymptotic Gauss Quadrature Errors as Fourier Coefficients of the Integrand
Journal of the Australian Mathematical Society | 1971-01-01 | Paper |
Estimating errors of numerical approximation for analytic functions
Numerische Mathematik | 1971-01-01 | Paper |
Hilbert spaces for estimating errors of quadratures for analytic functions
BIT | 1970-01-01 | Paper |
Estimation of errors of Gauss-Chebyshev quadratures
The Computer Journal | 1970-01-01 | Paper |
Approximation by non-negative algebraic polynomials
BIT | 1970-01-01 | Paper |
On Davis’s Method for the Estimation of Errors of Gauss-Chebyshev Quadratures
SIAM Journal on Numerical Analysis | 1969-01-01 | Paper |
On the Estimation of Errors of Gaussian Cubature Formulas
SIAM Journal on Numerical Analysis | 1968-01-01 | Paper |
| Error Estimates for the Clenshaw-Curtis Quadrature | 1968-01-01 | Paper |
| Error Bounds for the Gauss-Chebyshev Quadrature Formula of the Closed Type | 1968-01-01 | Paper |
Asymptotic estimates for the error of the Gauss-Legendre quadrature formula
The Computer Journal | 1968-01-01 | Paper |
A Note on the Estimation of the Coefficients in the Chebyshev Series Expansion of a Function Having a Logarithmic Singularity
The Computer Journal | 1967-01-01 | Paper |
On the Chebyshev Polynomials of the Second Kind
SIAM Review | 1967-01-01 | Paper |
