| Publication | Date of Publication | Type |
|---|
Qualitative, statistical, and extreme properties of spectral indices of signable pseudo-invertible graphs
ELA. The Electronic Journal of Linear Algebra | 2024-10-29 | Paper |
Editorial
International Journal of Computer Mathematics | 2024-10-28 | Paper |
Computational and qualitative aspects of evolution of curves driven by curvature and external force
Computing and Visualization in Science | 2023-10-23 | Paper |
| Learning the solution operator of a nonlinear parabolic equation using physics informed deep operator network | 2023-08-21 | Paper |
On the Moore-Penrose pseudo-inversion of block symmetric matrices and its application in the graph theory
Linear Algebra and its Applications | 2023-06-26 | Paper |
scientific article; zbMATH DE number 7696334 (Why is no real title available?)
(available as arXiv preprint) | 2023-06-15 | Paper |
scientific article; zbMATH DE number 7696391 (Why is no real title available?)
(available as arXiv preprint) | 2023-06-15 | Paper |
| Extreme and statistical properties of eigenvalue indices of simple connected graphs | 2023-06-12 | Paper |
Qualitative and Numerical Aspects of a Motion of a Family of Interacting Curves in Space
SIAM Journal on Applied Mathematics | 2022-04-07 | Paper |
Qualitative and numerical aspects of a motion of a family of interacting curves in space
(available as arXiv preprint) | 2022-01-08 | Paper |
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem
Japan Journal of Industrial and Applied Mathematics | 2021-09-30 | Paper |
| Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation | 2021-08-28 | Paper |
| Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing | 2021-06-19 | Paper |
Computational analysis of the conserved curvature driven flow for open curves in the plane
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models
Japan Journal of Industrial and Applied Mathematics | 2021-02-15 | Paper |
PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution
Computers & Mathematics with Applications | 2020-10-07 | Paper |
Curvature driven flow of a family of interacting curves with applications
Mathematical Methods in the Applied Sciences | 2020-09-02 | Paper |
| On surface area and length preserving flows of closed curves on a given surface | 2019-11-26 | Paper |
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation
Computers & Mathematics with Applications | 2019-11-08 | Paper |
On construction of upper and lower bounds for the HOMO-LUMO spectral gap
Numerical Algebra, Control and Optimization | 2019-09-18 | Paper |
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation
Japan Journal of Industrial and Applied Mathematics | 2019-08-15 | Paper |
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2019-05-28 | Paper |
Option pricing in illiquid markets with jumps
Applied Mathematical Finance | 2019-05-08 | Paper |
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization.
Kybernetika | 2019-03-01 | Paper |
Nonlinear Parabolic Equations Arising in Mathematical Finance
Novel Methods in Computational Finance | 2019-02-28 | Paper |
Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations
Novel Methods in Computational Finance | 2019-02-28 | Paper |
Analysis of the nonlinear option pricing model under variable transaction costs
Asia-Pacific Financial Markets | 2018-12-03 | Paper |
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Asia-Pacific Financial Markets | 2018-12-03 | Paper |
Numerical and analytical methods for bond pricing in short rate convergence models of interest rates
(available as arXiv preprint) | 2017-11-20 | Paper |
Area preserving geodesic curvature driven flow of closed curves on a surface
Discrete and Continuous Dynamical Systems. Series B | 2017-09-26 | Paper |
On a construction of integrally invertible graphs and their spectral properties
Linear Algebra and its Applications | 2017-09-08 | Paper |
A Simple, Fast and Stabilized Flowing Finite Volume Method for Solving General Curve Evolution Equations
Communications in Computational Physics | 2017-06-20 | Paper |
Numerical solution of constrained curvature flow for closed planar curves
Lecture Notes in Computational Science and Engineering | 2016-12-19 | Paper |
| Invertibility of graphs with a unique perfect matching | 2016-12-07 | Paper |
| Maximization of the Spectral Gap for Chemical Graphs by means of a Solution to a Mixed Integer Semidefinite Program | 2016-11-21 | Paper |
Application of the level-set model with constraints in image segmentation
Numerical Mathematics: Theory, Methods and Applications | 2016-10-06 | Paper |
Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations
Computational Methods in Applied Mathematics | 2016-01-12 | Paper |
Solution to the inverse Wulff problem by means of the enhanced semidefinite relaxation method
Journal of Inverse and Ill-posed Problems | 2015-06-25 | Paper |
| Computational studies of conserved mean-curvature flow. | 2015-05-06 | Paper |
Computational studies of conserved mean-curvature flow.
(available as arXiv preprint) | 2015-05-06 | Paper |
| Application of the level-set model with constraints in image segmentation | 2014-12-07 | Paper |
Manifold evolution with tangential redistribution of points
SIAM Journal on Scientific Computing | 2014-11-17 | Paper |
Dynamic stochastic accumulation model with application to pension savings management
Yugoslav Journal of Operations Research | 2014-04-25 | Paper |
A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem
The ANZIAM Journal | 2014-01-29 | Paper |
On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints
Japan Journal of Industrial and Applied Mathematics | 2013-03-15 | Paper |
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures
(available as arXiv preprint) | 2012-12-08 | Paper |
Computational and qualitative aspects of motion of plane curves with a curvature adjusted tangential velocity
Mathematical Methods in the Applied Sciences | 2012-11-19 | Paper |
On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations
Mathematics in Industry | 2012-08-27 | Paper |
Sensitivity analysis of the early exercise boundary for American style of Asian option
International Journal of Numerical Analysis and Modeling. Series B | 2012-07-16 | Paper |
Comparison of two numerical methods for computation of American type of the floating strike Asian option
Large-Scale Scientific Computing | 2012-07-16 | Paper |
Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation
Applied Mathematical Finance | 2012-06-08 | Paper |
| Dynamic model of pension savings management with stochastic interest rates and stock returns | 2012-05-30 | Paper |
Evolution of plane curves with a curvature adjusted tangential velocity
Japan Journal of Industrial and Applied Mathematics | 2011-11-14 | Paper |
Comparison of numerical and analytical approximations of the early exercise boundary of American put options
The ANZIAM Journal | 2011-05-04 | Paper |
Comparison study for level set and direct Lagrangian methods for computing Willmore flow of closed planar curves
Computing and Visualization in Science | 2010-11-03 | Paper |
| scientific article; zbMATH DE number 5773758 (Why is no real title available?) | 2010-08-20 | Paper |
scientific article; zbMATH DE number 5773758 (Why is no real title available?)
(available as arXiv preprint) | 2010-08-20 | Paper |
| On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility | 2010-04-22 | Paper |
On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility
(available as arXiv preprint) | 2010-04-22 | Paper |
Nonlinear stability of stationary solutions for curvature flow with triple junction
Hokkaido Mathematical Journal | 2010-01-07 | Paper |
| Tangentially stabilized Lagrangian algorithm for elastic curve evolution driven by intrinsic Laplacian of curvature | 2009-11-27 | Paper |
| On a volatility averaging in a two-factor interest rate model | 2009-11-27 | Paper |
| Numerical aspects of evolution of plane curves satisfying the fourth order geometric equation | 2009-05-09 | Paper |
| Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis | 2009-04-15 | Paper |
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis
(available as arXiv preprint) | 2009-04-15 | Paper |
| Qualitative analysis and computation of a flow of surface curves driven by the geodesic curvature | 2008-11-21 | Paper |
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation
(available as arXiv preprint) | 2008-04-04 | Paper |
| On tangential stabilization in curvature driven flows of planar curves | 2007-10-28 | Paper |
On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile
Journal of Applied Mathematics | 2006-06-30 | Paper |
On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model
CEJOR. Central European Journal of Operations Research | 2006-06-12 | Paper |
Evolution of curves on a surface driven by the geodesic curvature and external force
Applicable Analysis | 2006-04-19 | Paper |
| scientific article; zbMATH DE number 2185768 (Why is no real title available?) | 2005-07-04 | Paper |
| scientific article; zbMATH DE number 2185766 (Why is no real title available?) | 2005-07-04 | Paper |
A direct method for solving an anisotropic mean curvature flow of plane curves with an external force
Mathematical Methods in the Applied Sciences | 2004-08-20 | Paper |
DEA analysis for a large structured bank branch network
CEJOR. Central European Journal of Operations Research | 2002-08-21 | Paper |
The early exercise boundary for the American put near expiry: Numerical approximation
The Canadian Applied Mathematics Quarterly | 2002-02-18 | Paper |
On the Ginzburg-Landau system of complex modulation equations for a rotating annulus with radial magnetic field
Physica D | 2002-01-07 | Paper |
| scientific article; zbMATH DE number 1569253 (Why is no real title available?) | 2001-10-08 | Paper |
Analysis of the free boundary for the pricing of an American call option
European Journal of Applied Mathematics | 2001-09-19 | Paper |
Evolution of plane curves driven by a nonlinear function of curvature and anisotropy
SIAM Journal on Applied Mathematics | 2001-03-19 | Paper |
Solution of nonlinearly curvature driven evolution of plane curves
Applied Numerical Mathematics | 2000-06-25 | Paper |
| Dissipative Feedback Synthesis for a Singularly Perturbed Model of a Piston Driven Flow of a Non-Newtonian Fluid | 1997-10-27 | Paper |
Smoothness of the singular limit of inertial manifolds of singularly perturbed evolution equations
Nonlinear Analysis: Theory, Methods & Applications | 1996-12-16 | Paper |
| scientific article; zbMATH DE number 898142 (Why is no real title available?) | 1996-10-27 | Paper |
| scientific article; zbMATH DE number 783962 (Why is no real title available?) | 1996-01-17 | Paper |
| scientific article; zbMATH DE number 763367 (Why is no real title available?) | 1995-06-22 | Paper |
Explanation of spurt for a non-Newtonian fluid by a diffusion term
Quarterly of Applied Mathematics | 1995-05-03 | Paper |
Limiting behaviour of invariant manifolds for a system of singularly perturbed evolution equations
Mathematical Methods in the Applied Sciences | 1994-11-14 | Paper |
Bounded endomorphisms of free P-algebras
Glasgow Mathematical Journal | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 22352 (Why is no real title available?) | 1992-06-26 | Paper |
Projective \(p\)-algebras
Algebra Universalis | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4210627 (Why is no real title available?) | 1990-01-01 | Paper |
Qualitative, statistical and extreme properties of spectral indices of signable pseudo-invertible graphs
(available as arXiv preprint) | N/A | Paper |
On diffusion and transport acting on parameterized moving closed curves in space
(available as arXiv preprint) | N/A | Paper |
Evolution of multiple closed knotted curves in space
(available as arXiv preprint) | N/A | Paper |
