| Publication | Date of Publication | Type |
|---|
| Pricing a resettable convertible bond based on decomposition method and PDE models | 2024-03-20 | Paper |
| A quadratic B-spline collocation method for a singularly perturbed semilinear reaction-diffusion problem with discontinuous source term | 2023-09-08 | Paper |
| An efficient numerical method for a time-fractional telegraph equation | 2022-10-26 | Paper |
| An adaptive moving mesh method for a time-fractional Black-Scholes equation | 2022-05-25 | Paper |
| An efficient numerical method for pricing a Russian option with a finite time horizon | 2022-02-22 | Paper |
| A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems | 2022-02-17 | Paper |
| A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation | 2022-02-10 | Paper |
| Qi's conjectures on completely monotonic degrees of remainders of asymptotic formulas of di- and trigamma functions | 2022-01-20 | Paper |
| An improved a posteriori error estimation for a parameterized singular perturbation problem | 2021-02-08 | Paper |
| A second-order adaptive grid method for a nonlinear singularly perturbed problem with an integral boundary condition | 2021-02-03 | Paper |
| A posteriori error estimation in maximum norm for a system of singularly perturbed Volterra integro-differential equations | 2021-01-07 | Paper |
| An efficient numerical method for a Riemann-Liouville two-point boundary value problem | 2020-06-04 | Paper |
| A posteriori error estimation in maximum norm for a two-point boundary value problem with a Riemann-Liouville fractional derivative | 2020-06-02 | Paper |
| A robust spline collocation method for pricing American put options | 2020-02-18 | Paper |
| A posteriori error estimation for a singularly perturbed Volterra integro-differential equation | 2020-01-29 | Paper |
| A robust adaptive grid method for a nonlinear singularly perturbed differential equation with integral boundary condition | 2020-01-29 | Paper |
| A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative | 2019-11-05 | Paper |
| Numerical approximation of a time-fractional Black-Scholes equation | 2019-06-27 | Paper |
| A robust numerical method for a fractional differential equation | 2019-04-29 | Paper |
| Closed formulas for computing higher-order derivatives of functions involving exponential functions | 2019-03-20 | Paper |
| A HODIE finite difference scheme for pricing American options | 2019-03-04 | Paper |
| A second-order scheme for a time-fractional diffusion equation | 2019-02-20 | Paper |
| Cubic spline method for a generalized Black-Scholes equation | 2019-02-08 | Paper |
| A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer | 2018-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4585602 | 2018-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4585617 | 2018-09-06 | Paper |
| An efficient numerical method for a two-point boundary value problem with a Caputo fractional derivative | 2018-02-14 | Paper |
| A uniformly almost second order convergent numerical method for singularly perturbed delay differential equations | 2018-01-11 | Paper |
| Asymptotic expansions for the psi function and the Euler-Mascheroni constant | 2017-08-31 | Paper |
| Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems | 2017-08-28 | Paper |
| A posteriori error analysis for a fractional differential equation | 2017-07-28 | Paper |
| A hybrid finite difference scheme for pricing Asian options | 2016-06-21 | Paper |
| Combinatorial identities from contour integrals of rational functions | 2016-05-04 | Paper |
| Divided differences and a general explicit formula for sequences of Mansour-Mulay-Shattuck | 2016-04-27 | Paper |
| On the hybrid finite difference scheme for a singularly perturbed Riccati equation | 2016-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2924314 | 2014-11-03 | Paper |
| An almost second order uniformly convergent scheme for a singularly perturbed initial value problem | 2014-10-31 | Paper |
| Some identities involving exponential functions and Stirling numbers and applications | 2014-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5420568 | 2014-06-13 | Paper |
| Finite difference scheme with a moving mesh for pricing Asian options | 2014-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5413516 | 2014-04-30 | Paper |
| An alternating-direction implicit difference scheme for pricing Asian options | 2013-09-09 | Paper |
| A finite difference scheme for pricing American put options under Kou's jump-diffusion model | 2013-05-29 | Paper |
| A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility | 2013-01-22 | Paper |
| A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing | 2013-01-11 | Paper |
| Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation | 2012-04-04 | Paper |
| A unified approach to some recurrence sequences via Faà di Bruno's formula | 2011-12-18 | Paper |
| A robust and accurate finite difference method for a generalized Black-Scholes equation | 2011-06-14 | Paper |
| Uniformly convergent second-order difference scheme for a singularly perturbed periodical boundary value problem | 2011-04-06 | Paper |
| On a \(q\)-analogue of Faà di Bruno's determinant formula | 2011-02-18 | Paper |
| Asymptotic behaviors of intermediate points in the remainder of the Euler-Maclaurin formula | 2011-02-09 | Paper |
| Some iterative algorithms for the obstacle problems | 2010-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3053101 | 2010-11-04 | Paper |
| A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems | 2010-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571223 | 2010-07-08 | Paper |
| A robust finite difference scheme for pricing American put options with singularity-separating method | 2010-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404208 | 2010-02-08 | Paper |
| A second-order finite difference scheme for a class of singularly perturbed delay differential equations | 2010-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3654649 | 2010-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3647380 | 2009-11-30 | Paper |
| A remainder formula of numerical differentiation for the generalized Lagrange interpolation | 2009-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3620033 | 2009-04-14 | Paper |
| A second-order difference scheme for a parameterized singular perturbation problem | 2008-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310775 | 2007-10-12 | Paper |
| Numerical method for a class of singular non-linear boundary value problems using Green's functions | 2007-06-19 | Paper |
| Numerical study for a class of singular two-point boundary value problems using Green's functions | 2007-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3413266 | 2007-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474481 | 2006-06-26 | Paper |
| Parameter-uniform finite difference scheme for a system of coupled singularly perturbed con\-vec\-tion-diffusion equations | 2005-11-24 | Paper |
| A hybrid difference scheme for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient | 2005-11-16 | Paper |
| Parameter-uniform finite difference scheme for a system of coupled singularly perturbed convection–diffusion equations | 2005-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4821719 | 2004-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4456629 | 2004-03-16 | Paper |
