Falko Baustian

Available identifiers

zbMath Open baustian.falkoMaRDI QIDQ1984558

List of research outcomes

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.	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	2020-12-18	Paper
Solution of option pricing equations using orthogonal polynomial expansion	2019-12-13	Paper
Unifying pricing formula for several stochastic volatility models with jumps	2019-02-08	Paper

Research outcomes over time

This page was built for person: Falko Baustian