Falko Baustian
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Person:1984558
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Monotone iteration scheme for nonlinear PDEs in risk models | 2023-06-29 | Paper |
| Solution of option pricing equations using orthogonal polynomial expansion. Applications of Mathematics | 2021-09-16 | Paper |
| Space-Time Analyticity of Weak Solutions to Semilinear Parabolic Systems with Variable Coefficients | 2020-12-31 | Paper |
| Basis properties of Fucik eigenfunctions (available as arXiv preprint) | 2020-12-18 | Paper |
| Solution of option pricing equations using orthogonal polynomial expansion (available as arXiv preprint) | 2019-12-13 | Paper |
| Unifying pricing formula for several stochastic volatility models with jumps Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Research outcomes over time
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