| Publication | Date of Publication | Type |
|---|
| A novel portfolio optimization method and its application to the hedging problem | 2024-10-07 | Paper |
| Option pricing: examples and open problems | 2024-03-04 | Paper |
| On the practical point of view of option pricing | 2022-11-28 | Paper |
| Boundary preserving explicit scheme for the Aït-Sahalia mode | 2022-10-10 | Paper |
| A note on the asymptotic stability of the semi-discrete method for stochastic differential equations | 2022-04-04 | Paper |
| On the absorption probabilities and mean time for absorption for discrete Markov chains | 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 |
| Erratum to: ``Elliptic problems with nonmonotone discontinuities at resonance | 2019-08-16 | Paper |
| Approximating explicitly the mean-reverting CEV process | 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 | 2016-12-07 | Paper |
| On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method | 2016-01-12 | Paper |
| Constructing positivity preserving numerical schemes for the two-factor CIR model | 2015-12-18 | Paper |
| A new numerical scheme for the CIR process | 2015-10-02 | Paper |
| An explicit and positivity preserving numerical scheme for the mean reverting CEV model | 2015-09-15 | Paper |
| Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations | 2014-12-08 | Paper |
| A novel approach to construct numerical methods for stochastic differential equations | 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 | 2013-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3092938 | 2011-10-11 | Paper |
| A COMPARISON THEOREM FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSIONS AND APPLICATIONS | 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 | 2009-10-13 | Paper |
| An existence theorem for stochastic functional differential equations with delays under weak assumptions | 2008-11-25 | Paper |
| A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient | 2008-04-04 | Paper |
| The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications | 2008-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3435447 | 2007-04-26 | Paper |
| A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient | 2007-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4680170 | 2006-10-17 | Paper |
| Multiple solutions for quasilinear elliptic Neumann problems in Orlicz-Sobolev spaces | 2006-08-28 | Paper |
| Quasilinear elliptic problems with multivalued terms | 2006-02-14 | Paper |
| A Nontrivial Solution for Neumann Noncoercive Hemivariational Inequalities | 2006-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3025551 | 2005-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3024457 | 2005-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4815703 | 2004-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4814254 | 2004-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4814469 | 2004-09-07 | Paper |
| A note on a class of noncoercive functionals | 2004-06-15 | Paper |
| Neumann boundary value problems with discontinuities | 2004-06-11 | Paper |
| On Noncoercive Elliptic Problems with Discontinuities | 2004-06-09 | Paper |
| On a class of hemivariational inequalities at resonance. | 2004-03-15 | Paper |
| On elliptic problems satisfying Landesman-Laser conditions. | 2004-03-14 | Paper |
| Unilateral boundary value problems with jump discontinuities | 2003-12-03 | Paper |
| Optimal control problems for a class of nonlinear evolution equations | 2003-10-14 | Paper |
| A nontrivial solution of mountain-pass type for a hemivariational inequality | 2003-09-15 | Paper |
| Existence theorems for noncoercive elliptic problems with discontinuous nonlinearities. | 2003-09-07 | Paper |
| Existence result for a Neumann problem | 2003-03-19 | Paper |
| Elliptic problems with discontinuities. | 2003-02-11 | Paper |
| Elliptic problems with nonmonotone discontinuities at resonance | 2002-10-29 | Paper |
| Existence theorems for nonlinear elliptic problems | 2002-09-19 | Paper |
| On Neumann hemivariational inequalities | 2002-08-13 | Paper |
| On a quasilinear elliptic Neumann problem | 2001-04-01 | Paper |
| Existence of solutions for quasilinear second order differential inclusions with nonlinear boundary conditions | 2000-07-28 | Paper |
| Nonlinear boundary value problems with maximal monotone terms | 2000-06-07 | Paper |
| Nonconvex evolution inclusions generated by time-dependent subdifferential operators | 2000-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938006 | 2000-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4269125 | 1999-10-31 | Paper |
| An existence theorem for nonlinear elliptic equations with multivalued terms | 1999-08-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231534 | 1999-03-14 | Paper |
| Existence and relaxation results for nonlinear second-order multivalued boundary value problems in \(\mathbb{R}^N\) | 1999-01-27 | Paper |
