| Publication | Date of Publication | Type |
|---|
| Very fast algorithms for implied barriers and moving-barrier options pricing | 2022-12-07 | Paper |
| A systematic and efficient simulation scheme for the Greeks of financial derivatives | 2019-09-26 | Paper |
| Line digraph iterations and connectivity analysis of de Bruijn and Kautz graphs | 2018-09-14 | Paper |
| A new robust Kalman filter for filtering the microstructure noise | 2017-08-30 | Paper |
| The waterline tree for separable local-volatility models | 2017-08-18 | Paper |
| Optimal buy-and-hold strategies for financial markets with bounded daily returns | 2016-09-29 | Paper |
| Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes | 2016-06-21 | Paper |
| The hexanomial lattice for pricing multi-asset options | 2016-04-20 | Paper |
| Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise | 2016-03-08 | Paper |
| Triggering cascades on strongly connected directed graphs | 2015-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5501330 | 2015-08-03 | Paper |
| Evaluating corporate bonds with complicated liability structures and bond provisions | 2015-02-04 | Paper |
| Unbiased and efficient Greeks of financial options | 2014-12-17 | Paper |
| Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades | 2013-02-19 | Paper |
| Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs | 2012-01-13 | Paper |
| Efficient pricing of discrete Asian options | 2011-07-22 | Paper |
| On the construction and complexity of the bivariate lattice with stochastic interest rate models | 2011-07-21 | Paper |
| Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits | 2011-06-24 | Paper |
| Spreading of messages in random graphs | 2011-03-30 | Paper |
| A Closed-Form Formula for an Option with Discrete and Continuous Barriers | 2011-03-23 | Paper |
| An efficient and accurate lattice for pricing derivatives under a jump-diffusion process | 2010-12-20 | Paper |
| SETS OF K-INDEPENDENT STRINGS | 2010-06-18 | Paper |
| Bounding the Number of Tolerable Faults in Majority-Based Systems | 2010-05-28 | Paper |
| An improved combinatorial approach for pricing Parisian options | 2010-04-26 | Paper |
| Optimal bounds on finding fixed points of contraction mappings | 2010-04-15 | Paper |
| EFFICIENT TESTING OF FORECASTS | 2010-03-09 | Paper |
| Spreading messages | 2009-07-10 | Paper |
| TESTING EMBEDDABILITY BETWEEN METRIC SPACES | 2009-06-23 | Paper |
| Accurate and efficient lattice algorithms for American-style Asian options with range bounds | 2009-03-30 | Paper |
| Efficient Testing of Forecasts | 2009-03-06 | Paper |
| Testing whether a digraph contains \(H\)-free \(k\)-induced subgraphs | 2008-11-18 | Paper |
| The complexity of Tarski's fixed point theorem | 2008-07-31 | Paper |
| Spreading Messages | 2008-07-10 | Paper |
| Linear-time option pricing algorithms by combinatorics | 2008-05-05 | Paper |
| An Efficient, and Fast Convergent Algorithm for Barrier Options | 2008-01-04 | Paper |
| A convergent quadratic-time lattice algorithm for pricing European-style Asian options | 2007-09-19 | Paper |
| Accurate pricing formulas for Asian options | 2007-07-10 | Paper |
| An exact subexponential-time lattice algorithm for Asian options | 2007-04-26 | Paper |
| An efficient convergent lattice algorithm for European Asian options | 2005-11-14 | Paper |
| Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes | 2005-10-28 | Paper |
| On accurate and provably efficient GARCH option pricing algorithms | 2005-10-17 | Paper |
| Efficient, exact algorithms for Asian options with multiresolution lattices | 2003-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4413312 | 2003-07-17 | Paper |
| Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns | 2002-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2768497 | 2002-02-03 | Paper |
| On the diameter vulnerability of Kautz digraphs | 1996-12-09 | Paper |
| Fast fault‐tolerant parallel communication for de bruijn and digit‐exchange networks using information dispersal | 1993-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694729 | 1993-06-29 | Paper |
| Information Dispersal and Parallel Computation | 1993-01-23 | Paper |
| Fast fault-tolerant parallel communication and on-line maintenance for hypercubes using information dispersal | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4731351 | 1988-01-01 | Paper |
