| Publication | Date of Publication | Type |
|---|
| Modulus-based synchronous multisplitting iteration methods without auxiliary variable for solving vertical linear complementarity problems | 2023-09-12 | Paper |
| Modulus-based synchronous multisplitting iteration methods for large sparse vertical linear complementarity problems | 2023-05-11 | Paper |
| A two-step parallel iteration method for large sparse horizontal linear complementarity problems | 2022-11-16 | Paper |
| A semi-analytic valuation of American options under a two-state regime-switching economy | 2022-08-15 | Paper |
| A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme | 2022-02-17 | Paper |
| Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility | 2021-11-16 | Paper |
| Optimal exercise of American puts with transaction costs under utility maximization | 2021-11-16 | Paper |
| FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY | 2021-10-26 | Paper |
| On the MAOR method for a class of hydrodynamic lubrication problems | 2021-10-19 | Paper |
| Utility-indifference pricing of European options with proportional transaction costs | 2021-06-14 | Paper |
| An integral equation approach for the valuation of American-style down-and-out calls with rebates | 2020-10-11 | Paper |
| Semi-analytic valuation of stock loans with finite maturity | 2020-09-10 | Paper |
| A numerical study of the utility-indifference approach for pricing American options | 2020-09-07 | Paper |
| A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes | 2020-08-28 | Paper |
| Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation | 2020-08-17 | Paper |
| Robust portfolio optimization with multi-factor stochastic volatility | 2020-07-14 | Paper |
| Pricing puttable convertible bonds with integral equation approaches | 2019-06-27 | Paper |
| Pricing American-style Parisian down-and-out call options | 2019-03-28 | Paper |
| A new integral equation formulation for American put options | 2018-11-14 | Paper |
| Finite maturity margin call stock loans | 2018-09-28 | Paper |
| Pricing American-style Parisian up-and-out call options | 2018-07-13 | Paper |
| PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE | 2017-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5371351 | 2017-10-20 | Paper |
| AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS | 2017-10-17 | Paper |
| Cellinoid shape model for asteroids | 2015-07-10 | Paper |
| Pricing Parisian down-and-in options | 2015-05-15 | Paper |
| A new exact solution for pricing European options in a two-state regime-switching economy | 2013-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109438 | 2012-01-27 | Paper |
| Dual boundary integral formulation for 2-D crack problems | 2011-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2998575 | 2011-05-18 | Paper |
| Comparison of resistance for several displacement high performance vehicles | 2011-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072875 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052583 | 2010-11-05 | Paper |
| A new subregion boundary element technique based on the domain decomposition method | 2010-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641984 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325502 | 2009-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3610307 | 2009-03-06 | Paper |
| A quasi-Newton trust region method with a new conic model for the unconstrained optimization | 2009-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3500464 | 2008-06-03 | Paper |
| A subregion DRBEM formulation for the dynamic analysis of two-dimensional cracks | 2006-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738667 | 2002-03-10 | Paper |
| A combination of LTDRM and ATPS in solving diffusion problems | 2000-08-09 | Paper |
| Wave resistance of wave-piercing catamarans | 2000-01-01 | Paper |
