| Publication | Date of Publication | Type |
|---|
| The necessary and sufficient conditions of exponential stability for heat and wave equations with memory | 2024-08-29 | Paper |
| Deep learning for enhanced index tracking | 2024-08-14 | Paper |
| Speed and duration of drawdown under general Markov models | 2024-07-23 | Paper |
| Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market | 2024-06-17 | Paper |
| Rational solutions and rogue waves of the generalized \((2+1)\)-dimensional Kadomtsev-Petviashvili equation | 2024-05-21 | Paper |
| Direct separation approach and multi-valued localized excitation for (M+N)-dimensional nonlinear system | 2024-05-14 | Paper |
| Sufficient conditions of collapse for dipolar Bose‐Einstein condensate | 2024-02-13 | Paper |
| Dynamical analysis of rational and semi‐rational solution for a new extended (3 + 1)‐dimensional Kadomtsev‐Petviashvili equation | 2023-12-21 | Paper |
| Rational and semi‐rational solutions for a (3 + 1)‐dimensional generalized KP–Boussinesq equation in shallow water wave | 2023-12-20 | Paper |
| A general approach for lookback option pricing under Markov models | 2023-09-25 | Paper |
| New solitons and conditional stability to the high dispersive nonlinear Schrödinger equation with parabolic law nonlinearity | 2023-08-02 | Paper |
| A general method for analysis and valuation of drawdown risk | 2023-07-06 | Paper |
| A general approach for Parisian stopping times under Markov processes | 2023-07-06 | Paper |
| A two-step framework for arbitrage-free prediction of the implied volatility surface | 2023-06-20 | Paper |
| A data-driven deep learning approach for options market making | 2023-06-20 | Paper |
| Optical nondiffractive and nondispersive dark-wave dynamics in hydrodynamic origin | 2023-02-16 | Paper |
| Rational solutions with non-zero offset parameters for an extended (3 + 1)-dimensional BKP-Boussinesq equation | 2023-01-12 | Paper |
| Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation | 2022-12-12 | Paper |
| Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients | 2022-09-23 | Paper |
| A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation | 2022-08-19 | Paper |
| Variable separation solution for an extended (3+1)-dimensional Boiti-Leon-Manna-Pempinelli equation | 2022-06-13 | Paper |
| A Fourier transform method for solving backward stochastic differential equations | 2022-06-03 | Paper |
| Rogue wave solutions of the generalized \(( 3 + 1)\)-dimensional Kadomtsev-Petviashvili equation | 2022-05-31 | Paper |
| Rating frailty, Bayesian updates, and portfolio credit risk analysis* | 2022-05-27 | Paper |
| Markov chain approximation of one-dimensional sticky diffusions | 2022-01-18 | Paper |
| Multiple-order breathers for a generalized \((3+1)\)-dimensional Kadomtsev-Petviashvili Benjamin-Bona-Mahony equation near the offshore structure | 2021-12-13 | Paper |
| Modelling electricity prices: a time change approach | 2021-07-16 | Paper |
| Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation | 2021-07-09 | Paper |
| Multiple-order rogue waves for the generalized \(( 2 + 1)\)-dimensional Kadomtsev-Petviashvili equation | 2021-04-28 | Paper |
| Approximate controllability for degenerate heat equation with bilinear control | 2021-04-08 | Paper |
| The stability and stabilization of heat equation in non-cylindrical domain | 2020-10-28 | Paper |
| Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior | 2020-10-20 | Paper |
| The stabilizability of heat equations with time‐dependent coefficients | 2020-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3306960 | 2020-08-12 | Paper |
| Equivalent measure changes for subordinate diffusions | 2019-11-18 | Paper |
| Stability of degenerate heat equation in non-cylindrical/cylindrical domain | 2019-08-20 | Paper |
| Parametric inference for discretely observed subordinate diffusions | 2019-05-31 | Paper |
| New exact solutions to the high dispersive cubic-quintic nonlinear Schrödinger equation | 2018-12-14 | Paper |
| New exact solutions for a generalized KdV equation | 2018-10-23 | Paper |
| Analytical representations for the basic affine jump diffusion | 2018-09-28 | Paper |
| Dynamical behaviors of blowup solutions in trapped quantum gases: concentration phenomenon | 2018-09-17 | Paper |
| Error analysis of finite difference and Markov chain approximations for option pricing | 2018-08-16 | Paper |
| Pure jump models for pricing and hedging VIX derivatives | 2018-08-09 | Paper |
| The stability and exponential stabilization of the heat equation with memory | 2018-06-28 | Paper |
| The stability and rapid exponential stabilization of heat equation in non-cylindrical domain | 2017-12-18 | Paper |
| Evaluating callable and putable bonds: an eigenfunction expansion approach | 2016-10-06 | Paper |
| Additive subordination and its applications in finance | 2016-09-07 | Paper |
| Option Pricing in Some Non-Lévy Jump Models | 2016-07-20 | Paper |
| An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance | 2015-11-13 | Paper |
| Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach | 2015-11-09 | Paper |
| Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models | 2014-05-15 | Paper |
| TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS | 2014-05-14 | Paper |
| Optimal stopping in infinite horizon: an eigenfunction expansion approach | 2014-04-17 | Paper |
| Optimal stopping and early exercise: an eigenfunction expansion approach | 2013-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901319 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3635412 | 2009-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3632285 | 2009-06-23 | Paper |
| On the indexes of harmonic foliations | 2002-02-18 | Paper |
