| Publication | Date of Publication | Type |
|---|
| A random free-boundary diffusive logistic differential model: numerical analysis, computing and simulation | 2024-07-04 | Paper |
| An ETD method for multi‐asset American option pricing under jump‐diffusion model | 2024-01-05 | Paper |
| A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model | 2023-12-19 | Paper |
| Numerical difference solution of moving boundary random Stefan problems | 2022-12-07 | Paper |
| A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems | 2021-11-22 | Paper |
| A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems | 2021-09-13 | Paper |
| Solving two‐phase freezing Stefan problems: Stability and monotonicity | 2020-11-23 | Paper |
| Integral transform solution of random coupled parabolic partial differential models | 2020-11-23 | Paper |
| Numerical solutions of random mean square Fisher‐KPP models with advection | 2020-11-23 | Paper |
| A new efficient numerical method for solving American option under regime switching model | 2020-10-11 | Paper |
| Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models | 2019-12-16 | Paper |
| Stable numerical solutions preserving qualitative properties of nonlocal biological dynamic problems | 2019-08-16 | Paper |
| A stable local radial basis function method for option pricing problem under the Bates model | 2019-07-25 | Paper |
| Numerical Analysis of Novel Finite Difference Methods | 2019-02-28 | Paper |
| Solving American option pricing models by the front fixing method: numerical analysis and computing | 2019-02-14 | Paper |
| Unconditional positive stable numerical solution of partial integrodifferential option pricing problems | 2019-01-14 | Paper |
| Solving the random diffusion model in an infinite medium: a mean square approach | 2018-12-18 | Paper |
| 2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models | 2018-12-17 | Paper |
| An efficient method for solving spread option pricing problem: numerical analysis and computing | 2018-08-30 | Paper |
| Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion | 2018-02-14 | Paper |
| Computing positive stable numerical solutions of moving boundary problems for concrete carbonation | 2017-11-03 | Paper |
| Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature | 2017-11-03 | Paper |
| Computing American option price under regime switching with rationality parameter | 2017-04-06 | Paper |
| A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model | 2016-09-12 | Paper |
| Positive finite difference schemes for a partial integro-differential option pricing model | 2016-06-21 | Paper |
| Laguerre random polynomials: definition, differential and statistical properties | 2016-06-10 | Paper |
| A mixed derivative terms removing method in multi-asset option pricing problems | 2016-05-30 | Paper |
| Closed form numerical solutions of variable coefficient linear second-order elliptic problems | 2016-04-25 | Paper |
| Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing | 2016-04-22 | Paper |
| Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes | 2015-12-21 | Paper |
| Constructing positive reliable numerical solution for American call options: a new front-fixing approach | 2015-08-24 | Paper |
| Removing the correlation term in option pricing Heston model: numerical analysis and computing | 2014-06-23 | Paper |
| Positive solutions of European option pricing with CGMY process models using double discretization difference schemes | 2014-06-23 | Paper |
| Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models | 2013-02-04 | Paper |
| A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets | 2012-11-15 | Paper |
| Numerical solution of random differential models | 2012-04-15 | Paper |
| Solving Riccati time-dependent models with random quadratic coefficients | 2011-12-28 | Paper |
| Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives | 2011-08-28 | Paper |
| Numerical analysis and computing for option pricing models in illiquid markets | 2011-02-13 | Paper |
| Numerical analysis and simulation of option pricing problems modeling illiquid markets | 2010-08-26 | Paper |
| Computing option pricing models under transaction costs | 2010-06-28 | Paper |
| A numerical method for European option pricing with transaction costs nonlinear equation | 2010-05-08 | Paper |
| A second order numerical method for solving advection-diffusion models | 2010-05-08 | Paper |
| Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs | 2009-11-23 | Paper |
| A Stable CE—SE Numerical Method for Time-Dependent Advection—Diffusion Equation | 2009-03-31 | Paper |
| Numerical solution of linear and nonlinear Black-Scholes option pricing equations | 2009-03-12 | Paper |
| An efficient method for option pricing with discrete dividend payment | 2009-03-12 | Paper |
| Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment | 2008-11-04 | Paper |
| Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function | 2008-02-22 | Paper |
| The complementary error matrix function and its role solving coupled diffusion mathematical models | 2006-02-16 | Paper |
| A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines | 2005-05-12 | Paper |
| Analytic solution of mixed problems for the generalized diffusion equation with delay | 2005-02-22 | Paper |
| Exact and analytic numerical solution of coupled parabolic mixed problems in a semi-infinite medium | 2004-06-15 | Paper |
| Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation | 2004-06-11 | Paper |
| A quantitative measure of well-conditioning for linear two-point boundary value problems | 2002-06-13 | Paper |
| Orthogonal matrix polynomials and systems of second order differential equations | 1997-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4890865 | 1996-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4847823 | 1996-05-13 | Paper |
| Laguerre matrix polynomials and systems of second-order differential equations | 1995-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4697612 | 1995-05-01 | Paper |
| Solving higher order Fuchs type differential systems avoiding the increase of the problem dimension | 1994-12-05 | Paper |
| Bessel matrix differential equations: explicit solutions of initial and two-point boundary value problems | 1994-10-05 | Paper |
