| Publication | Date of Publication | Type |
|---|
On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics
Applicable Analysis | 2023-05-03 | Paper |
scientific article; zbMATH DE number 7650719 (Why is no real title available?)
| 2023-02-07 | Paper |
A unified way to solve IVPs and IBVPs for the time-fractional diffusion-wave equation
Fractional Calculus \ Applied Analysis | 2022-12-21 | Paper |
Unifying discrete and integral transforms through the use of a Banach algebra
Integral Transforms and Special Functions | 2022-11-11 | Paper |
Jumping hedges on the strength of the Mellin transform
Results in Applied Mathematics | 2022-05-31 | Paper |
Traveling wave solutions in a model for tumor invasion with the acid-mediation hypothesis
Journal of Dynamics and Differential Equations | 2022-05-06 | Paper |
Pricing formulas for perpetual American options with general payoffs
IMA Journal of Management Mathematics | 2022-03-22 | Paper |
A general class of integral transforms and an expression for their convolution formulas
Integral Transforms and Special Functions | 2022-02-11 | Paper |
BOUNDS ON THE CRITICAL TIMES FOR THE GENERAL FISHER–KPP EQUATION
The ANZIAM Journal | 2022-01-12 | Paper |
Bond pricing formulas for Markov-modulated affine term structure models
Journal of Industrial and Management Optimization | 2021-11-23 | Paper |
A spatio-temporal analogue of the Omori-Utsu law of aftershock sequences
| 2021-10-21 | Paper |
scientific article; zbMATH DE number 7385011 (Why is no real title available?)
| 2021-08-25 | Paper |
Modelling human carrying capacity as a function of food availability
The ANZIAM Journal | 2021-04-26 | Paper |
A Mellin transform approach to barrier option pricing
IMA Journal of Management Mathematics | 2020-09-30 | Paper |
Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics
Applied Mathematical Modelling | 2020-03-27 | Paper |
Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms
European Journal of Applied Mathematics | 2018-01-12 | Paper |
A model for acid-mediated tumour growth with nonlinear acid production term
Applied Mathematics and Computation | 2017-06-08 | Paper |
Laplace and Z transforms of linear dynamical systems and conic sections
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2016-10-14 | Paper |
On fractional matrix exponentials and their explicit calculation
Journal of Differential Equations | 2016-08-29 | Paper |
Solution of multilayer diffusion problems via the Laplace transform
Journal of Mathematical Analysis and Applications | 2016-07-29 | Paper |
Model for acid-mediated tumour invasion with chemotherapy intervention. II: Spatially heterogeneous populations
Mathematical Biosciences | 2015-12-28 | Paper |
Time of death estimation from temperature readings only: a Laplace transform approach
Applied Mathematics Letters | 2015-05-06 | Paper |
An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions
Quantitative Finance | 2015-04-23 | Paper |
Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options
European Journal of Applied Mathematics | 2014-09-09 | Paper |
An integration-based method for estimating parameters in a system of differential equations
Applied Mathematics and Computation | 2014-06-20 | Paper |
scientific article; zbMATH DE number 6174825 (Why is no real title available?)
| 2013-06-12 | Paper |
Exact and approximate traveling waves of reaction-diffusion systems via a variational approach
Analysis and Applications | 2011-06-10 | Paper |
A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework
Quantitative Finance | 2011-06-09 | Paper |
Slow and fast invasion waves in a model of acid-mediated tumour growth
Mathematical Biosciences | 2009-07-28 | Paper |
A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE
International Journal of Theoretical and Applied Finance | 2009-02-26 | Paper |
Recovery of time-dependent parameters of a Black-Scholes-type equation: an inverse Stieltjes moment approach
Journal of Applied Mathematics | 2008-02-20 | Paper |
Remarks on accessible steady states for some coagulation-fragmentation systems
Discrete and Continuous Dynamical Systems | 2007-08-01 | Paper |
AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM
Analysis and Applications | 2007-02-07 | Paper |
An alternative approach to solving the Black-Scholes equation with time-varying parameters
Applied Mathematics Letters | 2006-05-11 | Paper |
Explicit solutions to European options in a regime-switching economy
Operations Research Letters | 2006-02-02 | Paper |
A note on Smoluchowski's equations with diffusion
Applied Mathematics Letters | 2006-01-24 | Paper |
ON SOME CLASSES OF LINEARIZABLE REACTION-CONVECTION-DIFFUSION EQUATIONS
Analysis and Applications | 2004-07-12 | Paper |
Annihilation dynamics in the KPP-Fisher equation
European Journal of Applied Mathematics | 2003-03-14 | Paper |
scientific article; zbMATH DE number 1866933 (Why is no real title available?)
| 2003-03-12 | Paper |
Exact solutions of reaction-diffusion systems and nonlinear wave equations
Japan Journal of Industrial and Applied Mathematics | 2002-06-13 | Paper |
Exact solutions of a competition-diffusion system
Hiroshima Mathematical Journal | 2001-10-24 | Paper |
scientific article; zbMATH DE number 1021803 (Why is no real title available?)
| 1999-04-21 | Paper |
