| Publication | Date of Publication | Type |
|---|
| DGM for real options valuation: options to change operating scale. | 2024-12-11 | Paper |
Evaluation of strategy portfolios
Computational Management Science | 2024-05-14 | Paper |
An asset pricing model with accuracy-driven evolution of heterogeneous expectations
Communications in Nonlinear Science and Numerical Simulation | 2022-12-20 | Paper |
Hybrid dynamics of multi-species resource exploitation
Decisions in Economics and Finance | 2022-01-06 | Paper |
Option valuation under the VG process by a DG method.
Applications of Mathematics | 2021-12-10 | Paper |
Network tail risk estimation in the European banking system
Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
Theoretical and practical motivations for the use of the moving average rule in the stock market
IMA Journal of Management Mathematics | 2020-09-30 | Paper |
The discontinuous Galerkin method for discretely observed Asian options
Mathematical Methods in the Applied Sciences | 2020-09-16 | Paper |
DG method for pricing European options under Merton jump-diffusion model.
Applications of Mathematics | 2019-12-18 | Paper |
On the use of conditional expectation in portfolio selection problems
Annals of Operations Research | 2019-03-06 | Paper |
Improved online algorithms for buffer management in QoS switches
ACM Transactions on Algorithms | 2018-11-05 | Paper |
On the impact of conditional expectation estimators in portfolio theory
Computational Management Science | 2018-10-10 | Paper |
Implied volatility and state price density estimation: arbitrage analysis
Computational Management Science | 2018-10-10 | Paper |
DG framework for pricing European options under one-factor stochastic volatility models
Journal of Computational and Applied Mathematics | 2018-07-26 | Paper |
DG method for the numerical pricing of two-asset European-style Asian options with fixed strike.
Applications of Mathematics | 2018-04-18 | Paper |
Portfolio selection strategy for fixed income markets with immunization on average
Annals of Operations Research | 2018-03-02 | Paper |
Asymptotic multivariate dominance: a financial application
Methodology and Computing in Applied Probability | 2017-09-18 | Paper |
On the impact of various formulations of the boundary condition within numerical option valuation by dg method
Filomat | 2017-07-19 | Paper |
DG method for numerical pricing of multi-asset Asian options -- the case of options with floating strike.
Applications of Mathematics | 2017-07-03 | Paper |
On the impact of semidefinite positive correlation measures in portfolio theory
Annals of Operations Research | 2016-03-09 | Paper |
Asymptotic stochastic dominance rules for sums of i.i.d. random variables
Journal of Computational and Applied Mathematics | 2016-02-29 | Paper |
Statistical analysis of a smoothing filter based on fuzzy transform
Proceedings of the 7th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-2011) | 2013-01-15 | Paper |
A smoothing filter based on fuzzy transform
Fuzzy Sets and Systems | 2012-06-19 | Paper |
| A probability density function estimation using F-transform | 2010-08-20 | Paper |
| A probability density function estimation using F-transform | 2010-08-20 | Paper |
Randomized strategies for the plurality problem
Discrete Applied Mathematics | 2009-03-04 | Paper |
Online Scheduling of Equal‐Length Jobs: Randomization and Restarts Help
SIAM Journal on Computing | 2008-01-03 | Paper |
Online competitive algorithms for maximizing weighted throughput of unit jobs
Journal of Discrete Algorithms | 2007-11-05 | Paper |
STACS 2004
Lecture Notes in Computer Science | 2007-10-01 | Paper |
Automata, Languages and Programming
Lecture Notes in Computer Science | 2005-08-24 | Paper |
Algorithms – ESA 2004
Lecture Notes in Computer Science | 2005-08-18 | Paper |
It is tough to be a plumber
Theoretical Computer Science | 2004-10-27 | Paper |
| scientific article; zbMATH DE number 2086672 (Why is no real title available?) | 2004-08-11 | Paper |
Randomized on-line scheduling on three processors.
Operations Research Letters | 2004-01-05 | Paper |
Preemptive scheduling in overloaded systems.
Journal of Computer and System Sciences | 2003-08-19 | Paper |
| scientific article; zbMATH DE number 3595236 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3397798 (Why is no real title available?) | 1972-01-01 | Paper |
