| Publication | Date of Publication | Type |
|---|
An overview of financial mathematics with Python codes
Monte Carlo Methods and Applications | 2025-12-10 | Paper |
A novel portfolio optimization method and its application to the hedging problem
Monte Carlo Methods and Applications | 2024-10-07 | Paper |
Option pricing: examples and open problems
Monte Carlo Methods and Applications | 2024-03-04 | Paper |
On the practical point of view of option pricing
Monte Carlo Methods and Applications | 2022-11-28 | Paper |
Boundary preserving explicit scheme for the Aït-Sahalia mode
Discrete and Continuous Dynamical Systems. Series B | 2022-10-10 | Paper |
A note on the asymptotic stability of the semi-discrete method for stochastic differential equations
Monte Carlo Methods and Applications | 2022-04-04 | Paper |
On the absorption probabilities and mean time for absorption for discrete Markov chains
Monte Carlo Methods and Applications | 2021-07-14 | Paper |
| Lamperti Semi-Discrete method | 2021-04-13 | Paper |
| Convergence rates of the semi-discrete method for stochastic differential equations | 2020-08-12 | Paper |
Convergence rates of the semi-discrete method for stochastic differential equations
(available as arXiv preprint) | 2020-08-12 | Paper |
Erratum to: ``Elliptic problems with nonmonotone discontinuities at resonance
Abstract and Applied Analysis | 2019-08-16 | Paper |
Approximating explicitly the mean-reverting CEV process
Journal of Probability and Statistics | 2018-08-14 | Paper |
| Ergodic Theorems for discrete Markov chains | 2017-07-27 | Paper |
| On the computation of the nth power of a matrix | 2017-05-14 | Paper |
| A generalization of Laplace and Fourier transforms | 2017-01-22 | Paper |
On the construction of boundary preserving numerical schemes
Monte Carlo Methods and Applications | 2016-12-07 | Paper |
On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method
Computational Methods in Applied Mathematics | 2016-01-12 | Paper |
Constructing positivity preserving numerical schemes for the two-factor CIR model
Monte Carlo Methods and Applications | 2015-12-18 | Paper |
A new numerical scheme for the CIR process
Monte Carlo Methods and Applications | 2015-10-02 | Paper |
An explicit and positivity preserving numerical scheme for the mean reverting CEV model
Japan Journal of Industrial and Applied Mathematics | 2015-09-15 | Paper |
Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2014-12-08 | Paper |
A novel approach to construct numerical methods for stochastic differential equations
Numerical Algorithms | 2014-06-06 | Paper |
| On explicit numerical schemes for the CIR process | 2014-05-04 | Paper |
Semi-discrete approximations for stochastic differential equations and applications
International Journal of Computer Mathematics | 2013-01-22 | Paper |
| Comparison and existence theorems for backwards stochastic DE's with discontinuous generators | 2011-10-11 | Paper |
A comparison theorem for stochastic equations in infinite dimensions and applications
Stochastics and Dynamics | 2010-07-20 | Paper |
Remarks and corrections on ``an existence theorem for stochastic functional differential equations with delays under weak assumptions, statistics and probability letters 78, 2008 by N. Halidias and Y. Ren
Statistics & Probability Letters | 2009-10-13 | Paper |
An existence theorem for stochastic functional differential equations with delays under weak assumptions
Statistics & Probability Letters | 2008-11-25 | Paper |
A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient
BIT | 2008-04-04 | Paper |
The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications
Stochastic Analysis and Applications | 2008-02-21 | Paper |
| Erratum on ``On Neumann elliptic problems with discontinuous nonlinearities | 2007-04-26 | Paper |
| Erratum on ``On Neumann elliptic problems with discontinuous nonlinearities | 2007-04-26 | Paper |
A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient
Journal of Applied Mathematics and Stochastic Analysis | 2007-03-19 | Paper |
| scientific article; zbMATH DE number 2172784 (Why is no real title available?) | 2006-10-17 | Paper |
Multiple solutions for quasilinear elliptic Neumann problems in Orlicz-Sobolev spaces
Boundary Value Problems | 2006-08-28 | Paper |
Quasilinear elliptic problems with multivalued terms
Czechoslovak Mathematical Journal | 2006-02-14 | Paper |
A Nontrivial Solution for Neumann Noncoercive Hemivariational Inequalities
Czechoslovak Mathematical Journal | 2006-02-14 | Paper |
A Nontrivial Solution for Neumann Noncoercive Hemivariational Inequalities
Czechoslovak Mathematical Journal | 2006-02-14 | Paper |
| scientific article; zbMATH DE number 2187334 (Why is no real title available?) | 2005-07-15 | Paper |
| scientific article; zbMATH DE number 2187334 (Why is no real title available?) | 2005-07-15 | Paper |
| scientific article; zbMATH DE number 2185304 (Why is no real title available?) | 2005-07-01 | Paper |
scientific article; zbMATH DE number 2185304 (Why is no real title available?)
(available as arXiv preprint) | 2005-07-01 | Paper |
| scientific article; zbMATH DE number 2185304 (Why is no real title available?) | 2005-07-01 | Paper |
| scientific article; zbMATH DE number 2099170 (Why is no real title available?) | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 2099170 (Why is no real title available?) | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 2097902 (Why is no real title available?) | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 2098206 (Why is no real title available?) | 2004-09-07 | Paper |
A note on a class of noncoercive functionals
Applied Mathematics Letters | 2004-06-15 | Paper |
Neumann boundary value problems with discontinuities
Applied Mathematics Letters | 2004-06-11 | Paper |
On Noncoercive Elliptic Problems with Discontinuities
Journal of Applied Analysis | 2004-06-09 | Paper |
On a class of hemivariational inequalities at resonance.
Journal of Mathematical Analysis and Applications | 2004-03-15 | Paper |
On elliptic problems satisfying Landesman-Laser conditions.
Bulletin des Sciences Mathématiques | 2004-03-14 | Paper |
Unilateral boundary value problems with jump discontinuities
International Journal of Mathematics and Mathematical Sciences | 2003-12-03 | Paper |
Optimal control problems for a class of nonlinear evolution equations
Periodica Mathematica Hungarica | 2003-10-14 | Paper |
A nontrivial solution of mountain-pass type for a hemivariational inequality
Bulletin des Sciences Mathématiques | 2003-09-15 | Paper |
Existence theorems for noncoercive elliptic problems with discontinuous nonlinearities.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2003-09-07 | Paper |
| Existence result for a Neumann problem | 2003-03-19 | Paper |
Elliptic problems with discontinuities.
Journal of Mathematical Analysis and Applications | 2003-02-11 | Paper |
Elliptic problems with nonmonotone discontinuities at resonance
Abstract and Applied Analysis | 2002-10-29 | Paper |
Existence theorems for nonlinear elliptic problems
Journal of Inequalities and Applications | 2002-09-19 | Paper |
On Neumann hemivariational inequalities
Abstract and Applied Analysis | 2002-08-13 | Paper |
On a quasilinear elliptic Neumann problem
PU.M.A. Pure Mathematics and Applications | 2001-04-01 | Paper |
Existence of solutions for quasilinear second order differential inclusions with nonlinear boundary conditions
Journal of Computational and Applied Mathematics | 2000-07-28 | Paper |
Nonlinear boundary value problems with maximal monotone terms
Aequationes Mathematicae | 2000-06-07 | Paper |
Nonconvex evolution inclusions generated by time-dependent subdifferential operators
Journal of Applied Mathematics and Stochastic Analysis | 2000-05-04 | Paper |
| scientific article; zbMATH DE number 1404442 (Why is no real title available?) | 2000-02-21 | Paper |
| scientific article; zbMATH DE number 1354840 (Why is no real title available?) | 1999-10-31 | Paper |
An existence theorem for nonlinear elliptic equations with multivalued terms
Indian Journal of Pure & Applied Mathematics | 1999-08-02 | Paper |
| scientific article; zbMATH DE number 1260992 (Why is no real title available?) | 1999-03-14 | Paper |
Existence and relaxation results for nonlinear second-order multivalued boundary value problems in \(\mathbb{R}^N\)
Journal of Differential Equations | 1999-01-27 | Paper |
