| Publication | Date of Publication | Type |
|---|
Orthogonal wavelet method for multi-stage expansion and contraction options under stochastic volatility
Applied Numerical Mathematics | 2025-03-31 | Paper |
| Valuation of two-factor options under the Merton jump-diffusion model using orthogonal spline wavelets. | 2024-12-11 | Paper |
Option pricing under multifactor Black-Scholes model using orthogonal spline wavelets
Mathematics and Computers in Simulation | 2024-04-17 | Paper |
Wavelet method for option pricing under the two-asset Merton jump-diffusion model.
Programs and Algorithms of Numerical Mathematics 20 | 2021-12-17 | Paper |
| Wavelet-Galerkin method for second-order integro-differential equations on product domains | 2021-10-04 | Paper |
Sparse wavelet representation of differential operators with piecewise polynomial coefficients
Axioms | 2019-10-02 | Paper |
| Construction of wavelet dictionaries for ECG modelling | 2019-09-21 | Paper |
Galerkin method with new quadratic spline wavelets for integral and integro-differential equations
Journal of Computational and Applied Mathematics | 2019-07-26 | Paper |
Postprocessing Galerkin method using quadratic spline wavelets and its efficiency
Computers & Mathematics with Applications | 2019-03-25 | Paper |
Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model
International Journal of Wavelets, Multiresolution and Information Processing | 2019-02-28 | Paper |
Quadratic spline wavelets with short support satisfying homogeneous boundary conditions
ETNA - Electronic Transactions on Numerical Analysis | 2018-04-23 | Paper |
Quadratic spline wavelets with short support satisfying homogeneous boundary conditions
ETNA - Electronic Transactions on Numerical Analysis | 2018-04-23 | Paper |
Quadratic Spline Wavelets with Short Support Satisfying Homogeneous Boundary Conditions
(available as arXiv preprint) | 2017-12-10 | Paper |
| Quantitative properties of quadratic spline wavelet bases in higher dimensions. | 2017-06-14 | Paper |
A diagonal preconditioner for singularly perturbed problems
Boundary Value Problems | 2017-03-28 | Paper |
Cubic spline wavelets with short support for fourth-order problems
Applied Mathematics and Computation | 2016-04-29 | Paper |
On a sparse representation of an \(n\)-dimensional Laplacian in wavelet coordinates
Results in Mathematics | 2016-02-08 | Paper |
| A quadratic spline-wavelet basis on the interval. | 2015-12-14 | Paper |
| Wavelet bases for the biharmonic problem. | 2015-12-14 | Paper |
Wavelet basis of cubic splines on the hypercube satisfying homogeneous boundary conditions
International Journal of Wavelets, Multiresolution and Information Processing | 2015-10-27 | Paper |
Quadratic spline wavelets with short support for fourth-order problems
Results in Mathematics | 2015-02-26 | Paper |
Cubic spline wavelets with complementary boundary conditions
Applied Mathematics and Computation | 2014-07-04 | Paper |
Approximate multiplication in adaptive wavelet methods
Central European Journal of Mathematics | 2013-07-05 | Paper |
Construction of optimally conditioned cubic spline wavelets on the interval
Advances in Computational Mathematics | 2011-02-14 | Paper |
| scientific article; zbMATH DE number 5802242 (Why is no real title available?) | 2010-10-19 | Paper |
Construction of Orthonormal Wavelets Using Symbolic Algebraic Methods
AIP Conference Proceedings | 2010-01-22 | Paper |
Cubic spline wavelets satisfying homogeneous boundary conditions for fourth-order problems
AIP Conference Proceedings | 2010-01-22 | Paper |
Optimized Construction of Biorthogonal Spline‐Wavelets
AIP Conference Proceedings | 2009-04-21 | Paper |
Adaptive Wavelet‐Frame Method with Stable Boundary Adapted Bases
AIP Conference Proceedings | 2009-04-21 | Paper |
On the Construction of Stable B-Spline Wavelet Bases
Numerical Mathematics and Advanced Applications | 2009-01-12 | Paper |
On the exact values of coefficients of coiflets
Central European Journal of Mathematics | 2008-05-06 | Paper |
On the computation of scaling coefficients of Daubechies' wavelets
Central European Journal of Mathematics | 2005-03-11 | Paper |
