| Publication | Date of Publication | Type |
|---|
Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations S\(\vec{\text{e}}\)MA Journal | 2023-09-29 | Paper |
The Heston stochastic volatility model has a boundary trace at zero volatility Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM | 2023-01-30 | Paper |
The Heston stochastic volatility model has a boundary trace at zero volatility (available as arXiv preprint) | 2020-04-01 | Paper |
| Sign of the solution to a non-cooperative system | 2018-11-13 | Paper |
Sign of the solution to a non-cooperative system (available as arXiv preprint) | 2018-11-13 | Paper |
| Semi-linear cooperative elliptic systems involving Schrödinger operators: groundstate positivity or negativity | 2018-11-13 | Paper |
Semi-linear cooperative elliptic systems involving Schrödinger operators: groundstate positivity or negativity (available as arXiv preprint) | 2018-11-13 | Paper |
| Analytic solutions and complete markets for the Heston model with stochastic volatility | 2018-10-31 | Paper |
Blow up of the solutions to a linear elliptic system involving Schrödinger operators (available as arXiv preprint) | 2018-05-24 | Paper |
| On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets | 2017-11-13 | Paper |
| Positivity and negativity of solutions to \(n\times n\) weighted systems involving the Laplace operator on \(\mathbb R^N\) | 2012-10-25 | Paper |
Intrinsic ultracontractivity of a Schrödinger semigroup in \(\mathbb R^N\) Journal of Functional Analysis | 2009-06-30 | Paper |
Principal eigenvalue and maximum principle for some elliptic systems defined on general domains with refined Dirichlet boundary condition Communications in Mathematical Analysis | 2009-06-22 | Paper |
| Compactness for a Schrödinger operator in the ground-state space over \(\mathbb{R}^N\) | 2008-03-07 | Paper |
| Systems of Schrödinger equations: positivity and negativity | 2007-06-08 | Paper |
Ground-state positivity, negativity, and compactness for a Schrödinger operator in \(\mathbb R^N\) Journal of Functional Analysis | 2007-05-10 | Paper |
| scientific article; zbMATH DE number 2226241 (Why is no real title available?) | 2005-11-08 | Paper |
| scientific article; zbMATH DE number 2100317 (Why is no real title available?) | 2004-09-13 | Paper |
| scientific article; zbMATH DE number 2052970 (Why is no real title available?) | 2004-03-08 | Paper |
Eigenfunctions and Hardy inequalities for a magnetic Schrödinger operator in ℝ2 Mathematical Methods in the Applied Sciences | 2003-10-29 | Paper |
| scientific article; zbMATH DE number 1786008 (Why is no real title available?) | 2002-08-21 | Paper |
Positivity and negativity of solutions to a Schrödinger equation in \(\mathbb{R}^N\). Positivity | 2002-01-07 | Paper |
An extension of maximum and anti-maximum principles to a Schrödinger equation in \(\mathbb{R}^2\) Journal of Differential Equations | 2000-10-30 | Paper |
| scientific article; zbMATH DE number 1405511 (Why is no real title available?) | 2000-06-26 | Paper |
| scientific article; zbMATH DE number 1210002 (Why is no real title available?) | 1998-12-08 | Paper |
A pointwise lower bound for positive solutions of a Schrödinger equation in \(\mathbb{R}^ N\) Journal of Differential Equations | 1997-04-27 | Paper |
A GRID REFINEMENT METHOD FOR DETERMINISTIC CONTROL AND DIFFERENTIAL GAMES M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 1995-05-01 | Paper |