| Publication | Date of Publication | Type |
|---|
| NO-ARBITRAGE IN HEATH-JARROW-MORTON MODEL AND THE BOND PRICING EQUATION | 2017-05-08 | Paper |
| ON THE FOUR-PARAMETER BOND PRICING MODEL | 2017-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3456286 | 2015-12-11 | Paper |
| A GENERALIZED VASICEK-MALKIEL BOND PRICING MODEL | 2015-03-16 | Paper |
| Boundary conditions for the solution of bond pricing equation by finite differences | 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 |
| https://portal.mardi4nfdi.de/entity/Q5453998 | 2008-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5442414 | 2008-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5441583 | 2008-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5437284 | 2008-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5437285 | 2008-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5424766 | 2007-11-06 | Paper |
| A linearly implicit \(P\)-stabilized one-step Simpson-type method for second order initial value problems | 2007-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5486085 | 2006-09-06 | Paper |
| Stabilized linearly implicit Simpson-type schemes for nonlinear differential equations | 2006-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5316293 | 2005-09-12 | Paper |
| High-accuracy finite-difference methods for the valuation of options | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461675 | 2005-07-26 | Paper |
| A new L-stable Simpson-type rule for the diffusion equation | 2005-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677342 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677323 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677326 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4669424 | 2005-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4664892 | 2005-04-09 | Paper |
| Generalized trapezoidal formulas for valuing American options | 2004-12-29 | Paper |
| Numerical volatility in option valuation from Black–Scholes equation by finite differences | 2004-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4822986 | 2004-10-26 | Paper |
| PARALLEL SYMMETRIC ELIMINATION FOR POSITIVE DEFINITE LINEAR SYSTEMS | 2004-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818454 | 2004-09-28 | Paper |
| Generalized trapezoidal formulas for the black–scholes equation of option pricing | 2004-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4463386 | 2004-05-27 | Paper |
| Tridiagonal solver-based L-stable one-step schemes for nonlinear parabolic equations | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4457906 | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431082 | 2003-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431104 | 2003-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431027 | 2003-10-13 | Paper |
| Arithmetic Complexity Of Direct Solvers For Banded Systems | 2003-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4804658 | 2003-07-13 | Paper |
| Generalized Trapezoidal Formulas For The Symmetric Heat Equation In Polar Coordinates II. The Case Of Point Sources | 2003-04-06 | Paper |
| Lod generalized trapezoidal formula schemes for parabolic differential equations in two space dimensions | 2003-02-06 | Paper |
| A Linearly Implicit One-Step Time Integration Scheme For Nonlinear Hyperbolic Equations In Two Space Dimensions | 2003-01-01 | Paper |
| A class of generalized trapezoidal formulas for the numerical integration of | 2002-12-02 | Paper |
| Generalized Trapezoidal Formulas for the Symmetric Heat Equation in Polar Coordinates | 2002-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3147543 | 2002-09-19 | Paper |
| A linearly implicit one-step time integration scheme for nonlinear hyperbolic equations | 2002-07-15 | Paper |
| An alternating direction generalized trapezoidal formula scheme for parabolic differential equations in two space dimensions | 2002-05-14 | Paper |
| A linearly implicit time integration scheme for the Burgers' equation | 2002-05-14 | Paper |
| Singly-implicit stabilized extended one-step methods for second-order initial-value problems with oscillating solutions | 2002-05-05 | Paper |
| Linearized box schemes for first-order systems of hyperbolic conservation laws | 2002-04-17 | Paper |
| An extended trapezoidal formula for the diffusion equation in two space dimensions | 2001-11-12 | Paper |
| Non-dissipative time-integration schemes for the linear advection equation | 2001-08-21 | Paper |
| A class of one-step time integration schemes for second-order hyperbolic differential equations | 2001-07-08 | Paper |
| Linearly implicit generalized trapezoidal formulas for nonlinear differential equations | 2001-03-05 | Paper |
| Extended one-step time-integration schemes for convection-diffusion equations | 2000-10-29 | Paper |
| Generalized trapezoidal formulas for convection-diffusion equations | 2000-07-20 | Paper |
| Non-dissipative extended one-step methods for oscillatory problems | 2000-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4239741 | 2000-02-28 | Paper |
| An extended trapezoidal formula for the diffusion equation | 2000-01-20 | Paper |
| A class of stabilized extended one-step methods for the numerical solution of ODEs | 2000-01-13 | Paper |
| Generalized trapezoidal formulas for parabolic equations | 1999-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4229993 | 1999-06-07 | Paper |
| A two-stage fourth-order ``almost P-stable method for oscillatory problems | 1998-10-18 | Paper |
| New L-stable modified trapezoidal formulas for the numerical integration of Y1=f(x, y) | 1997-11-02 | Paper |
| Parallel householder method for linear systems | 1997-07-27 | Paper |
| Extended double-stride \(L\)-stable methods for the numerical solution of ODEs | 1997-04-07 | Paper |
| A parallel elimination method for the solution of banded linear systems | 1996-01-15 | Paper |
| A parallel elimination algorithm for the solution of dense linear systems | 1995-05-14 | Paper |
| A symmetric finite difference method for computing eigenvalues of Sturm- Liouville problems | 1993-09-02 | Paper |
| A fast parallel algorithm for the solution of tridiagonal linear systems | 1993-05-16 | Paper |
| On recursive decoupling method for solving tridiagonal linear systems | 1992-06-28 | Paper |
| A new quadrant interlocking factorization for parallel solution of tridiagonal linear systems | 1992-06-28 | Paper |
| A parallel gaussian elimination method for general linear systems | 1992-06-28 | Paper |
| A recursive partitioning algorithm for inverting tridiagonal matrices | 1990-01-01 | Paper |
| A recursive doubling algorithm for inverting tridiagonal matrices | 1990-01-01 | Paper |
| A new folding gaussian elimination algorithm for general linear systems | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3804107 | 1988-01-01 | Paper |
| Shorter Notes: An Estimate for the Variance of a Bounded Measurable Random Variable | 1987-01-01 | Paper |
| On the existence of solutions of a class of singular nonlinear two-point boundary value problems | 1987-01-01 | Paper |
| A fourth-order finite difference method based on uniform mesh for singular two-point boundary-value problems | 1987-01-01 | Paper |
| Families of two-step fourth order \(P\)-stable methods for second order differential equations | 1986-01-01 | Paper |
| A new class of explicit two-step fourth order methods for \(y=f(t,y)\) with extended intervals of periodicity | 1986-01-01 | Paper |
| A finite difference method for a class of two-point boundary value problems over a semi-infinite range | 1986-01-01 | Paper |
| Convergence of linear multistep methods with multiple roots | 1986-01-01 | Paper |
| Families of three-stage third order Runge-Kutta-Nyström methods for y″ = f (x, y, y′) | 1985-01-01 | Paper |
| A Uniform Mesh Finite Difference Method for a Class of Singular Two-Point Boundary Value Problems | 1985-01-01 | Paper |
| Numerov's method for non-linear two-point boundary value problems | 1985-01-01 | Paper |
| Superstable two-step methods for the numerical integration of general second order initial value problems | 1985-01-01 | Paper |
| On the Order and Attainable Intervals of Periodicity of Explicit Nyström Methods for $y = f(t,y)$ | 1985-01-01 | Paper |
| Numerov made explicit has better stability | 1984-01-01 | Paper |
| A Finite-difference Method for a Class of Singular Two-point Boundary-value Problems | 1984-01-01 | Paper |
| Absolute stability of explicit Runge-Kutta-Nyström methods for \(y=f(x,y,y')\) | 1984-01-01 | Paper |
| Unconditionally stable Noumerov-type methods for second order differential equations | 1983-01-01 | Paper |
| A New Fourth-order Finite-difference Method for Computing Eigenvalues of Fourth-order Two-point Boundary-value Problems | 1983-01-01 | Paper |
| A new fourth order method for computing eigenvalues of two-point boundary value problems: An addendum | 1983-01-01 | Paper |
| Finite difference methods and their convergence for a class of singular two point boundary value problems | 1982-01-01 | Paper |
| A new symmetric five-diagonal finite difference method for computing eigenvalues of fourth-order two-point boundary value problems | 1982-01-01 | Paper |
| Two-step fourth order P-stable methods for second order differential equations | 1981-01-01 | Paper |
| Intervals of periodicity and absolute stability of explicit Nyström methods for y=f(x,y) | 1981-01-01 | Paper |
| Families of fifth order Nyström methods for y=f(x,y) and intervals of periodicity | 1981-01-01 | Paper |
| Finite difference methods for a class of two-point boundary value problems with mixed boundary conditions | 1980-01-01 | Paper |
| On Noumerov's method for computing eigenvalues | 1980-01-01 | Paper |
| Families of Direct Fourth-Order Methods for the Numerical Solution of General Second-Order Initial-Value-Problems | 1980-01-01 | Paper |
| A new fourth order method for computing eigenvalues of two-point boundary value problems | 1980-01-01 | Paper |
| Finite difference methods for two-point boundary value problems involving high order differential equations | 1979-01-01 | Paper |
| A Sixth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems | 1979-01-01 | Paper |
| Convergence of quadratures for Cauchy principal value integrals | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4166170 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4169268 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4171498 | 1978-01-01 | Paper |
| A Fourth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems with Mixed Boundary Conditions | 1978-01-01 | Paper |
| A Fourth-order Tridiagonal Finite Difference Method for General Two-point Boundary Value Problems with Non-linear Boundary Conditions | 1978-01-01 | Paper |
| High-accuracy Tridiagonal Finite Difference Approximations for Non-linear Two-point Boundary Value Problems | 1978-01-01 | Paper |
| A sixth order tridiagonal finite difference method for non-linear two-point boundary value problems | 1977-01-01 | Paper |
| An eighth order tridiagonal finite difference method for nonlinear two-point boundary value problems | 1977-01-01 | Paper |
| Estimating errors of numerical approximation for periodic analytic functions | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4064935 | 1976-01-01 | Paper |
| Optimal rules with polynomial precision for Hilbert spaces possessing reproducing kernel functions. II: Error bounds | 1976-01-01 | Paper |
| Gaussian quadrature formulas for the numerical calculation of integrals with logarithmic singularity | 1976-01-01 | Paper |
| Minimum Variance Approximate Formulas | 1976-01-01 | Paper |
| Bivariate Cardinal Interpolation and Cubature Formulas | 1975-01-01 | Paper |
| Optimal approximate formulas with polynomial precision | 1975-01-01 | Paper |
| Quadrature formulas for Cauchy principal value integrals | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4060255 | 1974-01-01 | Paper |
| Modified gauss-jacobi quadrature formulas for the numerical evaluation of cauchy type singular integrals | 1974-01-01 | Paper |
| Optimal rules with polynomial precision for Hilbert spaces possessing reproducing kernel functions | 1974-01-01 | Paper |
| Numerical evaluation of integrals of periodic functions with Cauchy and Poisson type kernels | 1974-01-01 | Paper |
| On the inversion of a certain Gram matrix | 1974-01-01 | Paper |
| Hermite and Gauss type optimal quadratures for analytic functions | 1974-01-01 | Paper |
| Optimal rules for numerical integration round the unit circle | 1973-01-01 | Paper |
| Optimal quadratures for analytic functions | 1972-01-01 | Paper |
| Estimating errors of numerical approximation for analytic functions | 1971-01-01 | Paper |
| Convergence of Newton-Cotes quadratures for analytic functions | 1971-01-01 | Paper |
| Asymptotic Gauss Quadrature Errors as Fourier Coefficients of the Integrand | 1971-01-01 | Paper |
| Estimating errors of numerical approximation for analytic functions | 1971-01-01 | Paper |
| Hilbert spaces for estimating errors of quadratures for analytic functions | 1970-01-01 | Paper |
| Estimation of errors of Gauss-Chebyshev quadratures | 1970-01-01 | Paper |
| Approximation by non-negative algebraic polynomials | 1970-01-01 | Paper |
| On Davis’s Method for the Estimation of Errors of Gauss-Chebyshev Quadratures | 1969-01-01 | Paper |
| On the Estimation of Errors of Gaussian Cubature Formulas | 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 | 1968-01-01 | Paper |
| A Note on the Estimation of the Coefficients in the Chebyshev Series Expansion of a Function Having a Logarithmic Singularity | 1967-01-01 | Paper |
| On the Chebyshev Polynomials of the Second Kind | 1967-01-01 | Paper |
